The liquidity of credit default index swap networks
Year of publication: |
2019
|
---|---|
Authors: | Haynes, Richard ; McPhail, Lihong Lu |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 5.2019, 1, p. 67-95
|
Subject: | liquidity | credit default index swaps | CDS | CDX | network | execution cost | Kreditderivat | Credit derivative | Swap | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Liquidität | Liquidity | Insolvenz | Insolvency |
-
Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo, (2020)
-
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F., (2018)
-
The Liquidity of Credit Default Index Swap Networks
Haynes, Richard, (2019)
- More ...
-
Muhammad, Andrew, (2011)
-
Spatial Dimensions of US Crop Selection: Recent Responses to Markets and Policy
Motamed, Mesbah J., (2011)
-
Inside the Black Box: Price Linkage and Transmission Between Energy and Agricultural Markets
Du, Xiaodong, (2011)
- More ...