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Інформація × Реєстраційний номер 2117U000771, Матеріали видань та локальних репозитаріїв Категорія Стаття Назва роботи Credit default swaps – characteristics and interrelations with european capital markets Автор Дата публікації 01-01-2017 Постачальник інформації Сумський державний університет Першоджерело http://essuir.sumdu.edu.ua/handle/123456789/55514 Видання Sumy State University Опис 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. Додано в НРАТ 2025-03-24 Закрити