Showing 1 - 10 of 17
This paper provides initial evidence on counterparty risk-mitigation activities of financial institutions on the basis of Depository Trust and Clearing Corporation's (DTCC) proprietary bilateral credit default swap transactions and positions. We show that financial institutions that are active...
Persistent link: https://www.econbiz.de/10011900709
Persistent link: https://www.econbiz.de/10000741962
Persistent link: https://www.econbiz.de/10000760574
Persistent link: https://www.econbiz.de/10000784716
This paper investigates the trading behavior of major market participants during an attempted delivery squeeze in a bond futures contract traded in London. Using the cash and futures trades of dealers and customers, we analyze their strategic trading behavior, price distortion and learning in a...
Persistent link: https://www.econbiz.de/10009524825
Persistent link: https://www.econbiz.de/10002936225
Persistent link: https://www.econbiz.de/10001705452
Persistent link: https://www.econbiz.de/10001530839
Persistent link: https://www.econbiz.de/10001539741
Persistent link: https://www.econbiz.de/10001060142