Dynamics of Credit Default Swap, Bonds and Exchange Rates: A Case Study of Developed Sovereign Countries
碩士 === 東海大學 === 財務金融學系 === 107 === Considering the reserve currencies chosen by the International Monetary Development Fund (IMF) Special Drawing Rights (SDR), including pound sterling, euro, RMB and yen, this paper explores the dynamic correlation among currencies, bond spreads and CDS spreads. One...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/phqurn |