Forecasting Sovereign Credit Ratings by Sovereign Credit Default Swap
碩士 === 國立臺灣大學 === 財務金融學研究所 === 98 === We’ve learned that sovereign CDS and economic data move in advance of sovereign credit ratings. Therefore, we check the relation between sovereign CDS one period ahead, economic data one period ahead, and current sovereign credit ratings to improve the ability o...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00200603195553620003 |