The effects of stock market and interest rates on credit default swaps.
In this paper, we studied the effects of stock market and interest rates on credit default swaps (CDS), taking time series effect into consideration. Results showed substantial evidence that time series effect was distorting to our study. Without regarding time series effect, there were no consisten...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/15261 |