Date of Graduation
5-2012
Document Type
Thesis
Degree Name
Bachelor of Science in Business Administration
Degree Level
Undergraduate
Department
Finance
Advisor/Mentor
Santamaria, Sergio F
Committee Member/Reader
Rennie, Craig G.
Abstract
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.
Citation
Kosmitis, P. (2012). Taking advantage of credit default swaps in European markets. Finance Undergraduate Honors Theses Retrieved from https://scholarworks.uark.edu/finnuht/3