Guagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; … - 2019
Using a sample of more than 18,000 Undertakings for Collective Investment in Transferable Securities,or UCITS, this paper aims to provide a first overview of the use of credit default swaps by EU UCITS funds. We show that UCITS funds only account for a small share of the overall EU credit...