The dynamics of sovereign credit default swap and bond markets of Philippines, Indonesia, Malaysia and Thailand from the period 2009-2012
This paper examined the dynamics of sovereign credit default swap and bond markets of Philippines, Indonesia, Malaysia, and Thailand. In theory, both markets showed a no-arbitage relationship, but the spillover effect was also considered to be one of the dynamics for the relationship of CDS and bond...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2014
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/6407 |
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| Institution: | De La Salle University |
| Language: | English |