Analyzing 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, cau...
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| Language: | English |
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2016
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| Abstract | Abstract here |