The Use of Credit Default Swaps by Bond Mutual Funds : Liquidity Provision and Counterparty Risk
Year of publication: |
2017
|
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Authors: | Aragon, George O. |
Other Persons: | Li, Lei (contributor) ; Qian, Jun (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Rentenfonds | Bond fund | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Economics (JFE), Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 28, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3033053 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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