Price discovery in euro area sovereign credit markets and the ban on naked CDS
Year of publication: |
November 2018
|
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Authors: | Gyntelberg, Jacob ; Hördahl, Peter ; Ters, Kristyna ; Urban, Jörg |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 96.2018, p. 106-125
|
Subject: | Sovereign credit risk | Credit default swaps | Price discovery | Intraday data | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | Länderrisiko | Country risk | Derivat | Derivative | Welt | World | Kreditmarkt | Credit market |
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