The EU ban on uncovered sovereign credit default swaps : assessing impacts on liquidity, volatility, and price discovery
Year of publication: |
2016
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Authors: | Silva, Paulo Pereira da ; Vieira, Carlos ; Vieira, Isabel Viegas |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 23.2016, 4, p. 74-98
|
Subject: | Öffentliche Anleihe | Public bond | Kreditderivat | Credit derivative | Leerverkauf | Short selling | Finanzmarktaufsicht | Financial supervision | Finanzmarktregulierung | Financial market regulation | EU-Staaten | EU countries |
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