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Information × Registration Number 2117U000771, Article popup.category Стаття Title popup.author popup.publication 01-01-2017 popup.source_user Сумський державний університет popup.source http://essuir.sumdu.edu.ua/handle/123456789/55514 popup.publisher Sumy State University Description The recent financial crisis in Europe has an interesting development. It appeared as a bank phenomenon in the private sector, spilled in the public and turned into European debt crisis. Although, credit default swaps represent a fraction of derivatives markets, their significance and liquidity has increased significantly especially for developed countries. The main purpose of this article is to establish whether the degree of information efficiency, related to the interrelation between CDS market and developed capital markets is more significant than in the countries with undeveloped capital market. The major research methods used in this work are correlation analysis and Granger Causality Test. popup.nrat_date 2025-03-24 Close