Counterparty choice in the UK credit default swap market : an empirical matching approach
Year of publication: |
2021
|
---|---|
Authors: | Ferrara, Gerardo ; Kim, Jun Sung ; Koo, Bonsoo ; Liu, Zijun |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 94.2021, p. 58-74
|
Subject: | Counterparty choice | Counterparty risk | Credit default swap | Empirical matching | Financial networks | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Schätzung | Estimation | Swap | Derivat | Derivative |
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