Three essays on credit default swaps
The credit default swap (CDS) market has blossomed to become a major asset class in the capital markets. Once largely confined to banks, the market participants have expanded to include insurance companies, hedge funds, mutual funds, pension funds, and other investors looking for yield enhancement o...
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| Language: | ENG |
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ScholarWorks@UMass Amherst
2008
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| Online Access: | https://scholarworks.umass.edu/dissertations/AAI3336926 |