Market structure and transaction costs of index CDSs
Year of publication: |
2016
|
---|---|
Authors: | Junge, Benjamin ; Collin-Dufresne, Pierre ; Trolle, Anders B. |
Published in: |
Essays on the market structure and pricing of credit derivatives. - Lausanne : Ecole Polytechnique Fédérale de Lausanne. - 2016, p. 35-68, 125-167
|
Subject: | Credit Default Swap | Dodd-Frank Act | Index Credit Default Swap | Liquidity Risk | Over-The-Counter Markets | Swap Execution Facility | Transaction Costs | Transaktionskosten | Transaction costs | Kreditderivat | Credit derivative | Swap | OTC-Handel | OTC market | Kreditrisiko | Credit risk | Derivat | Derivative |
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