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Title | Credit default swaps – characteristics and interrelations with european capital markets |
Authors |
Paskaleva, M.G.
|
ORCID | |
Keywords |
фінансова криза финансовый кризис financial crisis кредитні дефолтні свопи кредитные дефолтные свопы credit default swaps розвинені ринки капіталу развитые рынки капитала developed capital markets нерозвинені ринки капіталу неразвитые рынки капитала undeveloped capital markets ринки, що розвиваються развивающиеся рынки emerging markets кореляція корреляция correlation |
Type | Article |
Date of Issue | 2017 |
URI | http://essuir.sumdu.edu.ua/handle/123456789/55514 |
Publisher | Sumy State University |
License | |
Citation | Paskaleva, M.G. Credit Default Swaps – characteristics and interrelations with European capital markets [Електронний ресурс] / M.G. Paskaleva // Управління економічними процесами. - 2017. - №1(14). -http://epm.fem.sumdu.edu.ua/download/2017_1/epm2017_1_6.pdf |
Abstract |
The recent financial crisis in Europe has an interesting development. It appeared as a bank
phenomenon in the private sector, spilled in the public and turned into European debt crisis.
Although, credit default swaps represent a fraction of derivatives markets, their significance and
liquidity has increased significantly especially for developed countries. The main purpose of this
article is to establish whether the degree of information efficiency, related to the interrelation
between CDS market and developed capital markets is more significant than in the countries with
undeveloped capital market. The major research methods used in this work are correlation analysis
and Granger Causality Test. |
Appears in Collections: |
Economic Processes Management (Управління економічними процесами) |
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File | Size | Format | Downloads |
---|---|---|---|
Paskaleva_Credit_default_swaps.pdf | 1.13 MB | Adobe PDF | 694293532 |
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