Credit Default Swap Markets in the Global Economy: An Empirical Analysis

Credit Default Swap Markets in the Global Economy: An Empirical Analysis Tamakoshi Go (Kobe University Japan) ,Hamori Shigeyuki (Kobe University Japan) Wydawca: Taylor & Francis Ltd Data wydania: 2020 ISBN: 9780367504212 Liczba stron: 170 Format: 154 x 232 x 15 Rodzaj oprawy: Paperback / softback Opis produktu: This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching on how they had been affected by the recent financial turmoil. The book uses empirical analysis on credit default swap markets, applying advanced econometric methodologies to the time-series data.