Buch, Englisch, 180 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 453 g
An Empirical Analysis
Buch, Englisch, 180 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 453 g
Reihe: Routledge Studies in the Modern World Economy
ISBN: 978-0-367-50421-2
Verlag: Taylor & Francis
Autoren/Hrsg.
Weitere Infos & Material
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