Sovereign Credit Default Swap

Gaiyan Zhang

A chapter in International Financial Markets, 2014, vol. 13, pp 91-107 from Emerald Group Publishing Limited

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: Sovereign credit default swap; price discovery; risk (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eme:fegzzz:s1574-8715(2013)0000013010

DOI: 10.1108/S1574-8715(2013)0000013010

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