The CDS-bond basis arbitrage in emerging markets : extreme sovereign risk
Year of publication: |
2021
|
---|---|
Authors: | Daoued, Imen ; Gallali, Mohamed Imen |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-229X, ZDB-ID 3004039-5. - Vol. 4.2021, 3, p. 196-220
|
Subject: | emerging market | CDS-bond basis | European sovereign debt crises | funding liquidity | liquidity spiral | limits of arbitrage | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Arbitrage | Risikoprämie | Risk premium | Liquidität | Liquidity | Welt | World | Finanzkrise | Financial crisis |
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