Analysis of Lithuanian credit default swaps

Analysis of Lithuanian credit default swaps

This paper studies international sovereign Credit Default Swaps (CDS) market focusing attention to the CDS of Central and East Europe. The main purpose of the study was to perform detail analysis of Lithuanian CDS in the global capital market. We compared the CDS markets of other countries and found...

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Bibliographic Details
Main Authors: Arvydas Kregzde, Gediminas Murauskas
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2015-10-01
Series:Journal of Business Economics and Management
Subjects:
CDS
spread
bond
leading
credit risk
Lithuania
Online Access:https://journals.vgtu.lt/index.php/JBEM/article/view/2598

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