Do banks' overnight borrowing rates lead their CDS price? : evidence from the Eurosystem
Eero Tölö, Esa Jokivuolle, Matti Virén
| Year of publication: |
July 2017
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|---|---|
| Authors: | Tölö, Eero ; Jokivuolle, Esa ; Virén, Matti E. E. |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 31.2017, p. 93-106
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| Subject: | Private information | Money markets | Overnight borrowing rates | Credit default swaps (CDS) | Lead-lag relationship | TARGET2 | Eurosystem | Early-warning indicators | Kreditderivat | Credit derivative | Geldmarkt | Money market | Eurozone | Euro area | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Clearing | Financial clearing | Asymmetrische Information | Asymmetric information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfi.2017.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822430