Do credit default swaps mitigate the impact of credit rating downgrades?
Year of publication: |
2019
|
---|---|
Authors: | Chava, Sudheer ; Ganduri, Rohan ; Ornthanalai, Chayawat |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 23.2019, 3, p. 471-511
|
Subject: | Credit ratings | Credit default swaps | Financial regulations | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Swap | Finanzkrise | Financial crisis | Insolvenz | Insolvency |
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