Price Discovery and Liquidity in the Credit Default Swap Market
Year of publication: |
2023
|
---|---|
Authors: | Clark, Ephraim ; Lin, Ming-Tsung ; Mitra, Sovan |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Derivat | Derivative | Kreditrisiko | Credit risk | Liquidität | Liquidity | Marktliquidität | Market liquidity |
-
Debt market illiquidity and correlated default risk
Javadi, Siamak, (2018)
-
Liquidity tail risk and credit default swap spreads
Irresberger, Felix, (2018)
-
Liquidity risk in credit default swap markets
Junge, Benjamin, (2013)
- More ...
-
Stock-ADR arbitrage : microstructure risk
Mitra, Sovan, (2019)
-
Post global financial crisis modelling : credit risk for firms that are too big to fail
Clark, Ephraim, (2019)
-
Clark, Ephraim, (2022)
- More ...