Price discovery limits in the credit default swap market in the financial crisis
Andrey Pavlov, Eduardo Schwartz, Susan Wachter
| Year of publication: |
2021
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|---|---|
| Authors: | Pavlov, Andrey D. ; Schwartz, Eduardo ; Wachter, Susan M. |
| Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 62.2021, 2, p. 165-186
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| Subject: | Credit insurance | Credit default swaps | Price discovery | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Kreditversicherung | Derivat | Derivative | Kreditrisiko | Credit risk | Swap |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-020-09747-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012428390