Demand-supply imbalances in the credit default swap market : empirical evidence
Year of publication: |
January-February 2016
|
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Authors: | Lovreta, Lidija |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 1/3, p. 28-58
|
Subject: | credit default swaps | demand–supply imbalance | liquidity premium | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Swap | Risikoprämie | Risk premium |
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