dc.contributor.author |
Syed Jawad Hussain Shahzad |
|
dc.date.accessioned |
2019-10-07T03:59:10Z |
|
dc.date.available |
2019-10-07T03:59:10Z |
|
dc.date.issued |
2016-11 |
|
dc.identifier.uri |
http://umt-ir.umt.edu.my:8080/xmlui/handle/123456789/13377 |
|
dc.description.abstract |
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-flows between
credit and stock markets and determinants of credit markets are relatively
untapped. |
en_US |
dc.language.iso |
en |
en_US |
dc.publisher |
Universiti Malaysia Terengganu |
en_US |
dc.subject |
HG 6024 .U6 S9 2016 |
en_US |
dc.subject |
Syed Jawad Hussain Shahzad |
en_US |
dc.title |
Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants |
en_US |
dc.type |
Thesis |
en_US |