Showing 1 - 5 of 5
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
Persistent link: https://www.econbiz.de/10012612655
Persistent link: https://www.econbiz.de/10012139169
Persistent link: https://www.econbiz.de/10012118544
Persistent link: https://www.econbiz.de/10015047585