The liquidity of credit default index swap networks
Richard Haynes and Lihong McPhail
| Year of publication: |
2019
|
|---|---|
| Authors: | Haynes, Richard ; McPhail, Lihong Lu |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 5.2019, 1, p. 67-95
|
| Subject: | liquidity | credit default index swaps | CDS | CDX | network | execution cost | Kreditderivat | Credit derivative | Swap | Kreditrisiko | Credit risk | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JNTF.2019.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133008