Extracting liquidity risk factors for credit default swap spreads
碩士 === 國立中興大學 === 財務金融學系所 === 106 === In 2008, the financial crisis caused the world economy to dramatic decline, mainly due to financial credit contraction and rising liquidity risks of banks. In addition, it has also been related to the booming of financial derivatives among Credit default Swap in...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/a69mx9 |