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Routledge Credit Default Swap Markets in the Global Economy - Routledge

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£111.70 £99.31 £102.02 £104.72 £107.42 £110.12 £112.83 25 July 2026 13 August 2026 01 September 2026 20 September 2026 10 October 2026
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Price distribution over 78 days • 2 price levels

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49 days · current 29 days 0 12 25 37 49 £100 £112 Days at Price

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Most common price: £100 (49 days, 62.8%)

Price range: £100 - £112

Price levels: 2 different prices over 78 days

Description

This comprehensive analysis examines credit default swap markets across the global economy, providing empirical insights into how these markets were shaped by recent financial turmoil. The book applies advanced econometric methodologies to time series data, offering thorough coverage of sovereign credit default swap markets alongside sector-specific indices including banking sector CDS indices and corporate credit default swap indices such as the Markit iTraxx Japan CDS index. The research addresses gaps in existing literature by fully examining corporate and sector CDS indices that have not been extensively studied previously, making it essential reading for economists, financial analysts, and policy makers seeking to understand the dynamics and behaviour of credit default swap markets in contemporary global finance.

Key Features

Covers sovereign, banking sector, and corporate credit default swap markets with empirical analysis of their global economic impact.

Applies advanced econometric methodologies to time series data for rigorous examination of CDS market behaviour and dynamics.

Examines Markit iTraxx Japan CDS index and other sector credit default swap indices that have been under-researched in academic literature.

Analyses how credit default swap markets responded to and were affected by recent global financial turmoil and economic disruption.

Published by Routledge as part of the Studies in the Modern World Economy series for academic and professional audiences.

Product Specifications

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

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