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Sovereign Credit Default Swap

In: International Financial Markets

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  • Gaiyan Zhang

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.

Suggested Citation

  • Gaiyan Zhang, 2014. "Sovereign Credit Default Swap," Frontiers of Economics and Globalization, in: International Financial Markets, volume 13, pages 91-107, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:fegzzz:s1574-8715(2013)0000013010
    DOI: 10.1108/S1574-8715(2013)0000013010
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