Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Viral Acharya, Yalin Gündüz and Tim Johnson
| Year of publication: |
13 October 2021
|
|---|---|
| Authors: | Acharya, Viral V. ; Gündüz, Yalın ; Johnson, Tim |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Credit derivatives | credit default swaps | sovereign credit risk | Eurozone | sovereign debtcrisis | Depository Trust and Clearing Corporation (DTCC) | Kreditderivat | Credit derivative | Euro area | Kreditrisiko | Credit risk | Derivat | Derivative | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Hedging | Schuldenkrise | Debt crisis | Risikoprämie | Risk premium | Bankrisiko | Bank risk |
| Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP16628 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667120