The CDS-bond basis : negativity persistence and limits to arbitrage
Sahar Guesmi, Ramzi Ben-Abdallah, Michèle Breton, Georges Dionne
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Guesmi, Sahar ; Ben-Abdallah, Ramzi ; Breton, Michèle ; Dionne, Georges |
| Publisher: |
[Montréal] : [Canada Research Chair in Risk Management] |
| Subject: | CDS-bond basis | Markov regime | arbitrage | liquidity | financial crisis | Basel regulation | Dodd-Frank Act | Finanzkrise | Financial crisis | Arbitrage | Kreditderivat | Credit derivative | Basler Akkord | Basel Accord | Liquidität | Liquidity | Finanzmarktregulierung | Financial market regulation | Bankenregulierung | Bank regulation |
freely available
| Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - [Montréal] : Canada Research Chair in Risk Management, ISSN 1206-3304, ZDB-ID 3003505-3. - Vol. [19, 4] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139169