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OverviewFull Product DetailsAuthor: Go Tamakoshi (Kyoto University, Japan) , Shigeyuki Hamori (Kobe University, Japan)Publisher: Taylor & Francis Ltd Imprint: Routledge Weight: 0.330kg ISBN: 9780367504212ISBN 10: 0367504219 Pages: 170 Publication Date: 18 December 2020 Audience: College/higher education , Postgraduate, Research & Scholarly , Undergraduate Format: Paperback Publisher's Status: Active Availability: In Print This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsIntroduction Part I: Sovereign CDS Markets 1. Relationship Between Sovereign CDS and Banking Sector CDS 2. Key Determinants of Sovereign CDS Spreads 3. Dynamic Spillover Among Sovereign CDS Spreads Part II: Sector-Level CDS Markets 4. Causality Among Financial Sector CDS Indices 5. Co-Movement and Spillovers Among Financial Sector CDS Indices 6. Dependence Structure of Insurance Sector CDS Indices 7. Time-Varying Correlation Among Bank Sector CDS Indices Part III: Firm-Level CDS Markets 8. Dynamic Correlation Among Banks’ CDS Spreads 9. Dependence Structures Among Corporate CDS Indices 10. Interdependence Between Corporate CDS Indices: Application of Continuous Wavelet Transform Concluding ChapterReviewsAuthor InformationGo Tamakoshi is Research Fellow at the Department of Economics of Kobe University, Japan. He received his PhD in Economics from Kobe University and an MBA from MIT Sloan School of Management. He has published many papers in refereed journals. He is the co-author of The European Sovereign Debt Crisis and Its Impacts on Financial Markets (Routledge, 2015). Shigeyuki Hamori is a Professor of Economics at Kobe University, Japan. He received his PhD from Duke University and has published many papers in refereed journals. His titles include Introduction of the Euro and the Monetary Policy of the European Central Bank (World Scientific, 2009), The European Sovereign Debt Crisis and Its Impacts on Financial Markets (Routledge, 2015), and Financial Globalization and Regionalism in East Asia (Routledge, 2014). Tab Content 6Author Website:Countries AvailableAll regions |