The impact of central clearing on counterparty risk, liquidity, and trading : evidence from the credit default swap market
Year of publication: |
2014
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Authors: | Loon, Yee Cheng ; Zhong, Zhaodong |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 112.2014, 1, p. 91-115
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Subject: | Central clearing | Counterparty risk | Systemic risk | Liquidity | Credit default swap | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Systemrisiko | Clearing | Financial clearing | Liquidität | Derivat | Derivative |
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