Credit default swap markets in the global economy: an empirical analysis
This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were affected by the recent financial turmoil. The book uses empirical analysis on credit default swap markets, applying advanced econometric methodologies to the...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Abingdon, Oxon
Routledge
2018
|
| Schriftenreihe: | Routledge studies in the modern world economy
Routledge studies in the modern world economy 173 |
| Schlagworte: | |
| Online-Zugang: | URL des Erstveroeffentlichers |
| Zusammenfassung: | This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were 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. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices (i.e., CDS index for the banking sector) and corporate credit default swap indices (i.e., Markit iTraxx Japan CDS index), which have not been fully examined by the previous literature. The book also investigates causality and co-movement among several credit default swap markets, or between CDS and other financial markets.-- |
| Beschreibung: | Description based on print version record |
| Beschreibung: | 1 online resource (x, 169 pages.) |
| ISBN: | 9781351997034 1351997033 |
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| 520 | |a This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were 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. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices (i.e., CDS index for the banking sector) and corporate credit default swap indices (i.e., Markit iTraxx Japan CDS index), which have not been fully examined by the previous literature. The book also investigates causality and co-movement among several credit default swap markets, or between CDS and other financial markets.-- | ||
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Datensatz im Suchindex
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| author | Tamakoshi, Go Hamori, Shigeyuki 1959- |
| author_facet | Tamakoshi, Go Hamori, Shigeyuki 1959- |
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| author_sort | Tamakoshi, Go |
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| building | Verbundindex |
| bvnumber | BV047012608 |
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| ctrlnum | (ZDB-7-TFC)9781351997034 (DE-599)BVBBV047012608 |
| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV047012608 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:58:12Z |
| indexdate | 2024-07-10T09:00:07Z |
| institution | BVB |
| isbn | 9781351997034 1351997033 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032420143 |
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| physical | 1 online resource (x, 169 pages.) |
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| publishDate | 2018 |
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| publisher | Routledge |
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| series2 | Routledge studies in the modern world economy |
| spelling | Tamakoshi, Go Verfasser aut Credit default swap markets in the global economy an empirical analysis Go Tamakoshi and Shigeyuki Hamori Abingdon, Oxon Routledge 2018 © 2018 1 online resource (x, 169 pages.) txt rdacontent c rdamedia cr rdacarrier Routledge studies in the modern world economy Routledge studies in the modern world economy 173 Description based on print version record This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were 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. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices (i.e., CDS index for the banking sector) and corporate credit default swap indices (i.e., Markit iTraxx Japan CDS index), which have not been fully examined by the previous literature. The book also investigates causality and co-movement among several credit default swap markets, or between CDS and other financial markets.-- Swaps (Finance) Default (Finance) Capital market Hamori, Shigeyuki 1959- aut https://www.taylorfrancis.com/books/9781315276663 Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Tamakoshi, Go Hamori, Shigeyuki 1959- Credit default swap markets in the global economy an empirical analysis Swaps (Finance) Default (Finance) Capital market |
| title | Credit default swap markets in the global economy an empirical analysis |
| title_auth | Credit default swap markets in the global economy an empirical analysis |
| title_exact_search | Credit default swap markets in the global economy an empirical analysis |
| title_exact_search_txtP | Credit default swap markets in the global economy an empirical analysis |
| title_full | Credit default swap markets in the global economy an empirical analysis Go Tamakoshi and Shigeyuki Hamori |
| title_fullStr | Credit default swap markets in the global economy an empirical analysis Go Tamakoshi and Shigeyuki Hamori |
| title_full_unstemmed | Credit default swap markets in the global economy an empirical analysis Go Tamakoshi and Shigeyuki Hamori |
| title_short | Credit default swap markets in the global economy |
| title_sort | credit default swap markets in the global economy an empirical analysis |
| title_sub | an empirical analysis |
| topic | Swaps (Finance) Default (Finance) Capital market |
| topic_facet | Swaps (Finance) Default (Finance) Capital market |
| url | https://www.taylorfrancis.com/books/9781315276663 |
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