£120.00

Routledge Credit Default Swap Markets - Empirical Analysis Book

Name: Routledge Credit Default Swap Markets - Empirical Analysis Book
Brand: Routledge
Price: 120.0 GBP
Availability: InStock

Governmental

This is the most expensive it has ever been. Walk away.

£120 today · previous high £120 · all-time low £99

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 24 days • 24 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 24 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £99 (16 days, 66.7%)

Price range: £99 - £120

Price levels: 2 different prices over 24 days

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

Brand: Routledge
Format: hardcover
ASIN: 1138244724
Category: Books > Subjects > Business, Finance & Law > Accounting > Governmental
Domain: Amazon UK
Release Date: 25 January 2018
Listed Since: 30 August 2016

Barcode

No barcode data available

Routledge Credit Default Swap Markets - Empirical Analysis Book

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

The Global Financial Crisis: From US subprime mortgages to European sovereign debt

All Fall Down: Debt, Deregulation and Financial Crises

Debt Capital Markets: Law, Regulation, and Policy

The Debt Crisis of the 1980s: Law and Political Economy

Routledge European Sovereign Debt Crisis - Finance & Law Book

The European Sovereign Debt Crisis and Its Impacts on Financial Markets

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

Springer - Asia's Debt Capital Markets: Prospects and Strategies

Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia (ADBI series on Asian Economic Integration and Cooperation)

Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves

Modern Credit Risk Management: Theory and Practice

The Structured Credit Handbook: 321 (Wiley Finance)

Advanced Credit Risk Analysis and Management (The Wiley Finance Series)

Debt, Financial Fragility, And Systemic Risk

Mexican Banks and Foreign Finance: From Internationalization to Financial Crisis, 1973–1982

ECONOMICS OF DEBT (Economic Issues, Problems and Perspectives: Global Economic Studies)

Stress Testing: Approaches, Methods and Applications

Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk (Wiley Finance)

International Government Bond Markets:Analysis of Yield and Volatility: Determinants of Yields and Volatility Linkages in International Government Bond Markets

Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications (Tavakoli Finance)

Financial Crises, Sovereign Risk and the Role of Institutions

Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Kreditportfoliosteuerung mit Sekundärmarktinstrumenten (Gabler Edition Wissenschaft)

Credit Risk Modeling using Excel and VBA, 2nd Edition