What Drives Systemic Credit Risk? Evidence from the US State CDS Market
Year of publication: |
2020
|
---|---|
Authors: | Liu, Sheen |
Other Persons: | Wu, Chunchi (contributor) ; Yeh, Chung-Ying (contributor) ; Yoo, Woongsun (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | USA | United States | Welt | World |
Extent: | 1 Online-Ressource (66 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of Fixed Income 28 (4) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 22, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3009455 [DOI] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
What Does the CDS Market Imply for a U.S. Default?
Benzoni, Luca, (2023)
-
What Does the CDS Market Imply for a U.S. Default?
Benzoni, Luca, (2023)
-
Tsuruta, Masaru, (2020)
- More ...
-
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen, (2019)
-
Counterparty credit risk in the municipal bond market
Chung, San-Lin, (2015)
-
Asset pricing tests of infrequently traded securities : the case of municipal bonds
Chen, Yao-Tsung, (2022)
- More ...