The determinants of CDS open interest dynamics
Paulo Pereira da Silva, Carlos Vieira, Isabel Vieira
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Silva, Paulo Pereira da ; Vieira, Carlos ; Vieira, Isabel |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 21.2015, p. 95-109
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| Subject: | Credit default swaps | Open interest | Inventory risk | Counterparty risk | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Kreditversicherung | Credit insurance | Derivat | Derivative | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2015.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574427