The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Year of publication: |
2019
|
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Authors: | Aragon, George O. ; Li, Lei ; Qian, Jun |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 1, p. 168-185
|
Subject: | Bond funds | Counterparty risk | Credit default swaps | Crisis | Liquidity provision | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Liquidität | Liquidity | Finanzkrise | Financial crisis | Rentenfonds | Bond fund | Derivat | Derivative | Unternehmensanleihe | Corporate bond | Swap |
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