Brunnermeier, M.; Clerc, L.; Scheicher, M. - In: Financial Stability Review (2013) 17, pp. 123-134
The authors assess the risk of contagion stemming from credit default swap (CDS) exposures. Based on a unique dataset provided both by the Depository Trust and Clearing Corporation and the European Securities and Markets Authority, they analyse the main features of the CDS market for European...