Date of Graduation
Bachelor of Science in Business Administration
Santamaria, Sergio F
Rennie, Craig G.
Credit default swaps are the leading indicators in bond and equity markets. The movement of credit default swaps can explain sovereign bond and equity market movements in distressed countries. Investors can take advantage of credit default swap volatility and movement in both sovereign credit and equity markets. In stable European countries, credit default swaps show little evidence of being the leading driver of sovereign bond and equity markets.
Kosmitis, P. (2012). Taking advantage of credit default swaps in European markets. Finance Undergraduate Honors Theses Retrieved from https://scholarworks.uark.edu/finnuht/3