£99.44

Routledge Credit Default Swap Markets - Empirical Analysis Book

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£130.00 £89.87 £98.63 £107.38 £116.14 £124.89 £133.65 28 January 2026 07 February 2026 18 February 2026 28 February 2026 11 March 2026

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Description

Explore the complexities of global credit default swap (CDS) markets with this academic study from Routledge. This book offers a detailed overview of various segments within the CDS landscape, specifically looking at how these markets reacted to recent financial turmoil. By applying advanced econometric methodologies to time series data, the text provides a rigorous empirical analysis. While many studies focus only on sovereign markets, this work expands the scope to include sector credit default swap indices, such as the banking sector, and corporate credit default swap indices like the Markit iTraxx Japan CDS index. This makes it a valuable resource for those studying market behavior and financial stability. Whether you are researching sovereign markets or specialized corporate indices, this book provides the technical depth needed to understand modern credit derivatives. It serves as a comprehensive guide for students and professionals interested in the data-driven realities of the global economy.

Key Features

Provides a comprehensive overview of different segments within the global credit default swap markets.

Analyzes the impact of recent financial turmoil on CDS market dynamics.

Uses advanced econometric methodologies applied to time series data for empirical accuracy.

Covers sector credit default swap indices, including specific data for the banking sector.

Includes research on corporate credit default swap indices such as the Markit iTraxx Japan CDS index.

Extends analysis beyond well-studied sovereign markets to provide a broader economic perspective.

Product Specifications

Format
Hardcover
Domain
Amazon UK
Release Date
25 January 2018
Listed Since
30 August 2016

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No barcode data available

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