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Nonlinearities in CDS-bond basis
Akdoğan, Kurmaş; Gülenay Chadwick, Meltem - In: Emerging markets finance & trade : a journal of the … 49 (2013) 3, pp. 6-19
Persistent link: https://www.econbiz.de/10010200891
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Did liquidity providers become liquidity seekers?
Choi, Jaewon; Shachar, Or - 2013
The misalignment between corporate bond and credit default swap (CDS) spreads (i.e., CDSbond basis) during the 2007-09 financial crisis is often attributed to corporate bond dealers shedding off their inventory, right when liquidity was scarce. This paper documents evidence against this...
Persistent link: https://www.econbiz.de/10010202650
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The CDS-bond basis arbitrage in emerging markets : extreme sovereign risk
Daoued, Imen; Gallali, Mohamed Imen - In: International journal of bonds and derivatives 4 (2021) 3, pp. 196-220
Persistent link: https://www.econbiz.de/10012612655
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Credit default swaps : a primer and some recent trends
Lando, David - In: Annual review of financial economics 12 (2020), pp. 177-192
Persistent link: https://www.econbiz.de/10012404625
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CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
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CDS-bond basis dynamic and credit spread price discovery : a test for European corporate and sovereign bond markets
Patanè, Michele; Tedesco, Mattia; Zedda, Stefano - In: Modern economy 10 (2019) 8, pp. 1984-2003
Persistent link: https://www.econbiz.de/10012194209
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The CDS-bond basis : negativity persistence and limits to arbitrage
Guesmi, Sahar; Ben-Abdallah, Ramzi; Breton, Michèle; … - 2019
Persistent link: https://www.econbiz.de/10012139169
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Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon; Shachar, Or; Shin, Sean Seunghun - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
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Funding liquidity and CDS-bond basis : evidence from the CDS big bang
Wang, Xinjie; Zhong, Zhaodong - 2024
Persistent link: https://www.econbiz.de/10015047585