Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Year of publication: |
2021
|
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Authors: | Wang, Xinjie ; Wu, Yangru ; Yan, Hongjun ; Zhong, Zhaodong |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 139.2021, 2, p. 545-560
|
Subject: | CDS Big Bang | CDS Small Bang | Central clearing | Funding liquidity | Standardization | Kreditderivat | Credit derivative | Liquidität | Liquidity | Bankenliquidität | Bank liquidity | Finanzmarktregulierung | Financial market regulation | Schock | Shock | Großbritannien | United Kingdom | Marktliquidität | Market liquidity | Finanzkrise | Financial crisis |
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