DETERMINANTS OF SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREAD: A CASE STUDY OF INDONESIA 2005-2015
This study attempts to fill in the literature gap of emerging markets’ sovereign Credit Default Swap (CDS) by examining determinants of sovereign CDS pricing in one emerging economy, the Republic of Indonesia. Using monthly data during the period of February 2005-April 2015, this study employed two...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2015
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| Online Access: | https://eprints.nottingham.ac.uk/29906/ |