The Dynamic Relation Between Credit Default Swaps And Sovereign Bond Markets
碩士 === 東海大學 === 財務金融學系 === 100 === This paper analyzes the dynamic interrelation between sovereign bond and their associated credit default swaps (CDS) among PIIGS by the ADCC-MGARCH model, and by that time the investors’ emotion are in a high mood and in panic, the impact on the markets, and resear...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48563846427337569254 |