PRICING OF SOVEREIGN CREDIT DEFAULT SWAP
碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 105 === This study prices the Sovereign Credit Default Swaps (SCDS) in two ways. First, I investigate the effect of Distance-To-Default (DTD) on SCDS spreads of the G-20 group of countries. Second, I empirically analyze the impacts of three Institutions on the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/a244wv |