DETERMINANTS OF SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREAD: A CASE STUDY OF INDONESIA 2005-2015

QR Code

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...

Full description

Bibliographic Details
Main Author:	AGUSTINA, ARININGTYAS WIDYASNIA
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Subjects:	CDS credit derivatives sovereign default credit risk Indonesia macroeconomics
Online Access:	https://eprints.nottingham.ac.uk/29906/

Similar Items

Introduction of Credit Derivatives and Valuation of Credit Default Swap
by: Han, Lu
Published: (2006)

Essays on credit default swaps
by: Guo, Biao
Published: (2013)

Credit Default Swaps: Are they Useful or Lethal for Financial Stability
by: Anees, Fuzail
Published: (2006)

The Impact of Sovereign Credit Rating Changes on Emerging Stock Markets
by: YIN, WEIGUO
Published: (2008)

Sovereign credit ratings: reframing the orthodox paradigm
by: Choy, Swee Yew
Published: (2021)

Fiscal uncertainty and sovereign credit risk
by: Hantzsche, Arno
Published: (2018)

Macroeconomic determinants of sovereign credit ratings and rating changes, and bond yields respond to rating changes
by: Soh, Wei Chee
Published: (2014)

The default risk, enhancement and credit spread: evidence from China
by: Tang, Meiyazhu
Published: (2023)

Sovereign credit risk spillover
by: Xie, Hui
Published: (2014)

Economic impact of sovereign debt credit rating revision
by: Pour, Reza Tahmoores
Published: (2017)

Corporate hedging and default risk: a multinational perspective
by: Le, Khai
Published: (2025)

The profile of credit defaulters in Bank Rakyat Masjid Tanah / Norhamizah Mohd Noor
by: Mohd Noor, Norhamizah
Published: (2004)

Factors that contributed to default in credit card repayment / Normala Othman
by: Othman, Normala
Published: (2011)

Credit default swaps, bond spreads and the bond market
by: Zhu, Meicheng
Published: (2014)

An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets
by: Chen, Hsiao-Ling
Published: (2016)

An investigation on the factor that effect non-performing loan in Malaysia towards macroeconomic variables / Muhamad Syahlan Baharin
by: Baharin, Muhamad Syahlan
Published: (2011)

Rising household debt in Malaysia: macroeconomics determinant / Alyaa Amanina Azhar
by: Azhar, Alyaa Amanina Azhar
Published: (2017)

Loan Repayment Behaviour Among the Rubber Farmers in Nesi Project in East Aceh, Indonesia
by: Azhar,
Published: (1999)

The Measurement and Control of Credit Risk in the Chinese Banking Sector and the Application of CreditMetrics Model
by: Guo, Xiaofei
Published: (2006)

An analysis of households' credit markets in Ethiopia and Malawi.
by: Fichera, Eleonora
Published: (2010)

Study on the impact of macroeconomics factors toward non-performing loans in Malaysia / Muhammad Safiuddin Abu Samah and Nur Syafiqah Faharul Radzi
by: Abu Samah, Muhammad Safiuddin, et al.
Published: (2016)

Evaluating a credit guarantee agency in a developing economy: A non-parametric approach
by: Ong, Hway Boon, et al.
Published: (2003)

Hybrid harmony search-artificial intelligence models in credit scoring
by: Goh, Rui Ying
Published: (2019)

Factors influencing household debt in Malaysia / Nur Natasha Liyana Ramli
by: Ramli, Nur Natasha Liyana
Published: (2019)

Factors influencing islamic credit card holders / Nik Alis Rina Jamsari.
by: Jamsari, Nik Alis Rina
Published: (2019)

Pricing Credit Default Swap
by: Han, Lu
Published: (2007)

A study on the factors that influence the usage of credit card: case in Kelantan / Nur Fadhilah Ismail
by: Ismail, Nur Fadhilah
Published: (2011)

Differences between Islamic credit card and conventional credit card
by: Riyadi, Noerma Madjid, et al.
Published: (2011)

Underlying lending loans principle based on 7 C’s of credit assessment in credit processing department: a case study of Bank Kerjasama Rakyat (M) Berhad Malacca Branch / Muhammad Syafiq Anuar
by: Anuar, Muhammad Syafiq
Published: (2011)

Factors influencing credit card spending behaviour among gen Y employees in Zuellig pharma Sdn. Bhd. / Fatin Atasha Md Zaki
by: Md Zaki, Fatin Atasha
Published: (2015)

A study on the credit policy practice by Professional Services Development Corporation (PSDC) in account receivable management / Siti Nadrah Sh Mohd Afandi
by: Sh Mohd Afandi, Siti Nadrah
Published: (2010)

Determinants of non-performing loans of commercial bank in Malaysia / Nur Asyiqin Haziqah Mat Kamal
by: Mat Kamal, Nur Asyiqin Haziqah
Published: (2019)

Chinese Credit Card Interest Rate: Recent Credit Card Pricing Model Progress and the Comparative Study
by: Wang, Ting
Published: (2008)

An empirical investigation of pricing and competition in the UK credit card market
by: Knight, Helen Julie
Published: (2010)

Factors influencing customers to choose Bank Rakyat Islamic credit card / Siti Nur'ain Ismail Yatim
by: Ismail Yatim, Siti Nur'ain
Published: (2019)

Loan process of micro credit loan: a case study on Agrobank branch of Melaka / Siti Salbiyah Md Said
by: Md Said, Siti Salbiyah
Published: (2010)

Factors affecting default payment on microcredit loan case study of Amanah Ikhtiar Malaysia, Bukit Mertajam branch / Norhafize Ab Wahab and Noor Faezah Abdul Nasir
by: Ab Wahab, Norhafize, et al.
Published: (2013)

A study on credit evaluation of power consumer based on the topsis and AHP method
by: Nongkang, Jumriani
Published: (2013)

Efficiency Evaluation of Credit Guarantee Corporation (Malaysia) Berhad, 1974-1999
by: Ong, Hway Boon
Published: (2001)

Determinants of economic performance of micro-credit clients and prospect of Islamic microfinance in Malaysia
by: Md Saad, Norma, et al.
Published: (2010)