Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis
Year of publication: |
2014
|
---|---|
Authors: | Mayordomo, Sergio ; Rodriguez-Moreno, Maria ; Peña, Juan Ignacio |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 31.2014, C, p. 171-192
|
Publisher: |
Elsevier |
Subject: | Credit Default Swap | Liquidity commonalities | Global risk | Funding liquidity risk | Counterparty risk |
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