The impact of interest rate risk on credit default swap (CDS) spread: Evidence from US financial companies during financial tsunami
碩士 === 中原大學 === 國際經營與貿易研究所 === 101 === In our study, we main to investigate the impact of interest rate risk on credit default swap (CDS) spread during financial tsunami. Empirically, we download US federal funds effective interest rate as well as the five-year CDS indices of the banking industry, t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42529654982587603478 |