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Credit default swap markets in the global economy : an empirical analysis

Credit default swap markets in the global economy : an empirical analysis

자료유형
단행본
개인저자
Tamakoshi, Go. Hamori, Shigeyuki, 1959-.
서명 / 저자사항
Credit default swap markets in the global economy : an empirical analysis / Go Tamakoshi and Shigeyuki Hamori.
발행사항
Abingdon, Oxon ;   New York, NY :   Routledge,   2018.  
형태사항
x, 169 p. : ill. ; 24 cm.
총서사항
Routledge studies in the modern world economy ;173
ISBN
9781138244726 (hardback)
서지주기
Includes bibliographical references and index.
일반주제명
Swaps (Finance). Default (Finance). Capital market.
000 00000cam u2200205 a 4500
001 000045936150
005 20180326131904
008 180322s2018 enka b 001 0 eng d
010 ▼a 2017047542
020 ▼a 9781138244726 (hardback)
020 ▼z 9781315276663 (ebook)
035 ▼a (KERIS)REF000018533377
040 ▼a DLC ▼b eng ▼e rda ▼c DLC ▼d 211009
050 0 0 ▼a HG6024.A3 ▼b T324 2018
082 0 0 ▼a 332.64/57 ▼2 23
084 ▼a 332.6457 ▼2 DDCK
090 ▼a 332.6457 ▼b T153c
100 1 ▼a Tamakoshi, Go.
245 1 0 ▼a Credit default swap markets in the global economy : ▼b an empirical analysis / ▼c Go Tamakoshi and Shigeyuki Hamori.
260 ▼a Abingdon, Oxon ; ▼a New York, NY : ▼b Routledge, ▼c 2018.
300 ▼a x, 169 p. : ▼b ill. ; ▼c 24 cm.
490 1 ▼a Routledge studies in the modern world economy ; ▼v 173
504 ▼a Includes bibliographical references and index.
650 0 ▼a Swaps (Finance).
650 0 ▼a Default (Finance).
650 0 ▼a Capital market.
700 1 ▼a Hamori, Shigeyuki, ▼d 1959-.
830 0 ▼a Routledge studies in the modern world economy ; ▼v 173.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.6457 T153c 등록번호 111788162 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Introduction  Part I: Sovereign CDS Markets  1. Relationship Between Sovereign CDS and Banking Sector CDS  2. Key Determinants of Sovereign CDS Spreads  3. Dynamic Spillover Among Sovereign CDS Spreads  Part II: Sector-Level CDS Markets  4. Causality Among Financial Sector CDS Indices  5. Co-Movement and Spillovers Among Financial Sector CDS Indices  6. Dependence Structure of Insurance Sector CDS Indices  7. Time-Varying Correlation Among Bank Sector CDS Indices  Part III: Firm-Level CDS Markets  8. Dynamic Correlation Among Banks’ CDS Spreads  9. Dependence Structures Among Corporate CDS Indices  10. Interdependence Between Corporate CDS Indices: Application of Continuous Wavelet Transform  Concluding Chapter


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