Counterparty choice in the UK credit default swap market : an empirical matching approach
Gerardo Ferrara, Jun Sung Kim, Bonsoo Koo, Zijun Liu
| Year of publication: |
2021
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|---|---|
| Authors: | Ferrara, Gerardo ; Kim, Jun Sung ; Koo, Bonsoo ; Liu, Zijun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 94.2021, p. 58-74
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| Subject: | Counterparty choice | Counterparty risk | Credit default swap | Empirical matching | Financial networks | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat | Derivative | Kreditversicherung | Credit insurance | Theorie | Theory | Matching |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.08.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012694709