Sovereign Credit Default Swap
International Financial Markets
ISBN: 978-1-78190-311-7, eISBN: 978-1-78190-312-4
Publication date: 16 August 2014
Abstract
This chapter provides a comprehensive overview of the young, but rapidly growing sovereign credit default swap (CDS) market, describes the function, trading, history, market participants, key statistical and stylized facts about CDS prices, determinants, price discovery, and risk issues.
Keywords
Citation
Zhang, G. (2014), "Sovereign Credit Default Swap", International Financial Markets (Frontiers of Economics and Globalization, Vol. 13), Emerald Group Publishing Limited, Leeds, pp. 91-107. https://doi.org/10.1108/S1574-8715(2013)0000013010
Publisher
:Emerald Group Publishing Limited
Copyright © 2013 Emerald Group Publishing Limited