Credit default swap auctions
Year of publication: |
2009
|
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Authors: | Helwege, Jean ; Maurer, Samuel ; Sarkar, Asani ; Wang, Yuan |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Credit default swaps | settlement | auctions | recovery basis | corporate bonds | default |
Series: | Staff Report ; 372 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606268324 [GVK] hdl:10419/60784 [Handle] |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation |
Source: |
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Chernov, Mikhail, (2011)
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Helwege, Jean, (2009)
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