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The Resource Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori

Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori

Label
Credit default swap markets in the global economy : an empirical analysis
Title
Credit default swap markets in the global economy
Title remainder
an empirical analysis
Statement of responsibility
Go Tamakoshi and Shigeyuki Hamori
Creator
Contributor
Author
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by Publisher
Cataloging source
DLC
http://library.link/vocab/creatorName
Tamakoshi, Go
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1959-
http://library.link/vocab/relatedWorkOrContributorName
Hamori, Shigeyuki
Series statement
Routledge studies in the modern world economy
Series volume
173
http://library.link/vocab/subjectName
  • Swaps (Finance)
  • Default (Finance)
  • Capital market
Label
Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
on1011550724
Dimensions
25 cm.
Extent
x, 169 pages
Isbn
9781138244726
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1011550724
Label
Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
on1011550724
Dimensions
25 cm.
Extent
x, 169 pages
Isbn
9781138244726
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1011550724

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