The impact of central clearing on the market for single-name credit default swaps
Mohamed-Ali Akari, Ramzi Ben-Abdallah, Michèle Breton, Georges Dionne
| Year of publication: |
2021
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|---|---|
| Authors: | Akari, Mohamed-Ali ; Ben-Abdallah, Ramzi ; Breton, Michèle ; Dionne, Georges |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-21
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| Subject: | Liquidity | Bond default spread | Central clearing | Counterparty risk | Credit default swaps | Difference-in-differences | Parallel trend | Trading activity | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Clearing | Financial clearing | Derivat | Derivative | Wertpapierhandel | Securities trading | Swap | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | OTC-Handel | OTC market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101346 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822035