An empirical investigation of corporate credit default swap spreads and returns
This thesis focuses on the empirical investigation of Credit Default Swap (CDS) spreads and return dynamics for listed corporates in the US, UK and EU. Academic interest in CDS market is continuously growing and this thesis aims to provide a better understanding of the CDS market dynamics. Specifica...
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Kingston University
2015
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695850 |