| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP13535 |
| DP13535 The Long and Short of It: The Post-Crisis Corporate CDS Market | |
| Nina Boyarchenko; Anna Costello; Or Shachar | |
| 发表日期 | 2019-02-15 |
| 出版年 | 2019 |
| 语种 | 英语 |
| 摘要 | The 2007-2009 financial crisis highlighted the vulnerability of financial institutions linked by a complex web of credit default swap (CDS) contracts, sparking a wave of regulatory changes to the structure of the market. In this paper, we provide broad evidence on the evolution of the CDS market in the post-crisis period, document the properties of participants’ exposures to corporate CDS over time, and study the differential pricing of transactions between different types of counterparties. |
| 主题 | Financial Economics |
| 关键词 | Cds positions Cds transactions Dealer market power |
| URL | https://cepr.org/publications/dp13535 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/542351 |
| 推荐引用方式 GB/T 7714 | Nina Boyarchenko,Anna Costello,Or Shachar. DP13535 The Long and Short of It: The Post-Crisis Corporate CDS Market. 2019. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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