Anlyzing the U. S. credit default swap (CDS) markets : efficiency, interdependence, contagion, causal flows and asymmetric determinants
The Credit Default Swap (CDS) with its unique characteristic to transfer credit risk has gained considerable attention especially after the financial crises of 2007-08. Extant literature has given less focus to CDS and the pivotal research areas such as efficiency, interdependence, contagion, causal...
| Main Author: | |
|---|---|
| Language: | English |
| Published: |
2016
|
| Abstract | Abstract here |