Anlyzing the U. S. credit default swap (CDS) markets : efficiency, interdependence, contagion, causal flows and asymmetric determinants

dc.contributor.author	Syed Jawad Hussain Shahzad
dc.date.accessioned	2018-01-19T13:38:20Z
dc.date.available	2018-01-19T13:38:20Z
dc.date.issued	2016
dc.identifier.uri	http://hdl.handle.net/123456789/8077
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	Terengganu: Universiti Malaysia Terengganu	en_US
dc.subject	HG 6024 .U6 S9 2016	en_US
dc.subject	Syed Jawad Hussain Shahzad	en_US
dc.subject	Swaps (Finance)- United States	en_US
dc.subject	Credit derivatives - United States	en_US
dc.title	Anlyzing the U. S. credit default swap (CDS) markets : efficiency, interdependence, contagion, causal flows and asymmetric determinants	en_US
dc.type	Thesis	en_US