Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Viral V. Acharya, Yalin Gündüz, Timothy C. Johnson
| Year of publication: |
2022
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|---|---|
| Authors: | Acharya, Viral V. ; Gündüz, Yalın ; Johnson, Tim |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 50.2022, p. 1-18
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| Subject: | Credit derivatives | Credit default swaps | Sovereign credit risk | Eurozone | Sovereign debt crisis | Depository Trust and Clearing Corporation (DTCC) | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | Euro area | Hedging | Derivat | Derivative | Risikoprämie | Risk premium | Länderrisiko | Country risk | Finanzkrise | Financial crisis | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Bankrisiko | Bank risk | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfi.2022.100964 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013348118