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Title Credit default swaps – characteristics and interrelations with european capital markets
Authors Paskaleva, M.G.
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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