Acharya, Viral V. (contributor); Johnson, Tim (contributor) - 2005
selection, default, bank relationship, credit default
swaps, asset pricing.
JEL CLASSIFICATIONS: G12, G13, G14, G20, D8
‘‘[B … insiders: banking
relationships of a firm, calculated using the Loan Pricing Corporation’s data. We find that
the degree of … trading if the objective of such action is to prevent the loss of liquidity or to
avoid adverse pricing in credit derivatives …