Understanding transactions prices in the credit default swaps market
Year of publication: |
January 2017
|
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Authors: | Tang, Dragon Yongjun ; Yan, Hong |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 32.2017, p. 1-27
|
Subject: | Credit default swap | CDS | Over-the-counter | Transactions prices | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Swap | Derivat | Derivative | Risikoprämie | Risk premium | OTC-Handel | OTC market | Kreditversicherung | Credit insurance |
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