Market Signals and the Cost of Credit Risk Protection: An Analysis of CDS Settlement Auctions
Year of publication: |
2014-12-24
|
---|---|
Authors: | Zanforlin, L. ; Kanazawa, Nobuyuki |
Institutions: | International Monetary Fund (IMF) |
Subject: | Credit default swap | Financial markets | Credit risk | Bonds | Auctions | Credit Default Swaps | Market signals | Derivative Markets |
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