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
Resource Information
The item Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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.--
- Language
- eng
- 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
- 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.--
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Credit-default-swap-markets-in-the-global-economy/xJZGYJWo_Lw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Credit-default-swap-markets-in-the-global-economy/xJZGYJWo_Lw/">Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Credit-default-swap-markets-in-the-global-economy/xJZGYJWo_Lw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Credit-default-swap-markets-in-the-global-economy/xJZGYJWo_Lw/">Credit default swap markets in the global economy : an empirical analysis, Go Tamakoshi and Shigeyuki Hamori</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
