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La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit?
[Does the recent financial crisis affect credit default swap markets?]

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Author Info
Naifar, Nader
Abstract

the aim of this paper is to explain the effect of "Subrime" crisis on credit default swap markets. After the problems of CDO's insttruments, protection buyers use classical credit derivatives instruments such CDS contracts.

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File URL: http://mpra.ub.uni-muenchen.de/11909/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11909.

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Date of creation: 25 Oct 2008
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Handle: RePEc:pra:mprapa:11909

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Related research
Keywords: Subrime crisis; CDO; CDS;

Find related papers by JEL classification:
F30 - International Economics - - International Finance - - - General
N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
B00 - Schools of Economic Thought and Methodology - - General - - - History of Economic Thought, Methodology, and Heterodox Approaches

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  1. Fathi Abid & Nader Naifar, 2005. "The Impact Of Stock Returns Volatility On Credit Default Swap Rates: A Copula Study," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1135-1155. [Downloadable!] (restricted)
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