The relationship between price of credit default swap contracts and economy performance : empirical evidence in Malaysia / Amar Zulkifli
Bibliographic record
Abstract
Over the past few months, Malaysia has experienced economy turmoil and it became a worrying trend for investors. This study is an attempt to identify the performances of Malaysia economy performances towards the Credit Default Swap (CDS) price from first quarter of 2008 until second quarter of 2016. There are total of three explanatory variables used which are the equity market performance, interest rate and inflation. This three variables are represented by the Kuala Lumpur Composite Index (KLCI)' points, Overnight Policy Rate (OPR) and Consumer Price Index (CPI) respectively. On the other hand, CDS spread are used as the dependent variables in this study. The design of this research comprises 32 secondary data of each variables from first quarter 2008 until second quarter 2016. Furthermore, in the process of findings, the researcher is using E-view 8.1 software in order to generate all the output for analysis purposes. The results indicate that only two out of three predictors are significant related to the CDS spread. The overall study intends to contribute and give ideas to the future researcher, speculators, investors, and policy makers in their perspective about CDS and also to help them in decision making on the unpredicted investments in Malaysia.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".