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Centralized clearing for credit derivatives

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Restoring financial stability : how to repair a failed …, (pp. 251-268). 2009

Persistent link: https://www.econbiz.de/10003827517

Centralized clearing for credit derivatives : executive summary

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 168-170

Persistent link: https://www.econbiz.de/10009519957

Credit default swaps and corporate cash holdings

Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - 2014

We examine the effects of credit default swaps (CDS), a major type of over-thecounter derivative, on the corporate liquidity management of the reference firms. CDS help firms to access the credit market since the lenders can hedge their credit risk more easily using these contracts. However,...

Persistent link: https://www.econbiz.de/10010362571

Does the tail wag the dog? : the effect of credit default swaps on credit risk

Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: The review of financial studies 27 (2014) 10, pp. 2926-2960

Persistent link: https://www.econbiz.de/10010530173

Why do investors buy sovereign default insurance?

Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - 2016

We provide a comprehensive analysis of the determinants of trading in the sovereign credit default swaps (CDS) market, using weekly data for single-name sovereign CDS from October 2008 to September 2015. We describe the anatomy of the sovereign CDS market, derive a law of motion for gross...

Persistent link: https://www.econbiz.de/10011541398