Developments in CDS markets : a review on recent CDS studies
Year of publication: |
2024
|
---|---|
Authors: | Hu, Xingyi ; Zhong, Zhaodong |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3. - New Jersey : World Scientific, ISBN 978-981-12-6324-8. - 2024, p. 2643-2681
|
Subject: | Credit default swaps | OTC derivatives | credit risk | liquidity | asset pricing | market structure | sovereign debt | Kreditderivat | Credit derivative | Derivat | Derivative | Kreditrisiko | Credit risk | OTC-Handel | OTC market | Liquidität | Liquidity | Welt | World | Risikoprämie | Risk premium |
-
CDS spreads in the aftermath of central clearing
Kaya, Orcun, (2017)
-
Liquidity risk in credit default swap markets
Junge, Benjamin, (2016)
-
Liquidity tail risk and credit default swap spreads
Irresberger, Felix, (2018)
- More ...
-
The Effect of Political Uncertainty : Evidence from VIX Futures Term Structure
Hu, Xingyi, (2022)
-
Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds
Zhong, Zhaodong, (2008)
-
The information content of option-implied volatility for credit default swap valuation
Cao, Charles Q., (2010)
- More ...