Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10510
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dc.contributor.authorChoo, Choi Harn.en_US
dc.contributor.authorGoh, Eric Hong Leong.en_US
dc.contributor.authorTeh, Gim Aik.en_US
dc.date.accessioned2008-09-24T07:44:25Z-
dc.date.available2008-09-24T07:44:25Z-
dc.date.copyright2008en_US
dc.date.issued2008-
dc.identifier.urihttp://hdl.handle.net/10356/10510-
dc.description.abstractThis thesis studies (i) the impact of the subprime mortgage crisis on the mortgage-backed CDS market and equity markets using the ABX.HE indices and the S&P 500 and DJIA Index, (ii) the underlying parameters such as implied spreads, default probabilities and long-term implications of the subprime mortgage crisis.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance-
dc.titleSubprime mortgage default rates, spread volatility and contagion to stock markets.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorLee, Hon Singen_US
dc.contributor.schoolNanyang Business Schoolen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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