Showing 1 - 7 of 7
mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database …. Disseminated bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout … events. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. A difference …
Persistent link: https://www.econbiz.de/10010369593
TRACE dissemination and introductions of issuers into Markit's Credit Default Swap spread database. We find large and … statistically significant decreases in mark dispersion of newly disseminated bonds around key TRACE system rollout events …. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. We also find evidence of …
Persistent link: https://www.econbiz.de/10010392313
TRACE dissemination and introductions of issuers into Markit's Credit Default Swap spread database. We find large and … statistically significant decreases in mark dispersion of newly disseminated bonds around key TRACE system rollout events …. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. We also find evidence of …
Persistent link: https://www.econbiz.de/10010379247
mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit’s CDS database …. Disseminated bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout … events. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. A difference …
Persistent link: https://www.econbiz.de/10010373710
fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database. Disseminated … bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout events …% after the start of TRACE reporting. A difference-in-differences regression analysis of the two-stage rollout of BBB …
Persistent link: https://www.econbiz.de/10010207843
mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database …. Disseminated bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout … events. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. A difference …
Persistent link: https://www.econbiz.de/10010984744
TRACE dissemination and introductions of issuers into Markit's Credit Default Swap spread database. We find large and … statistically significant decreases in mark dispersion of newly disseminated bonds around key TRACE system rollout events …. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. We also find evidence of …
Persistent link: https://www.econbiz.de/10010984866