The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
George O. Aragon, Lei Li, Jun ‘QJ’ Qian
| Year of publication: |
2019
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|---|---|
| Authors: | Aragon, George O. ; Li, Lei ; Qian, Jun |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 1, p. 168-185
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| Subject: | Bond funds | Counterparty risk | Credit default swaps | Crisis | Liquidity provision | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Liquidität | Liquidity | Anleihe | Bond | Rentenfonds | Bond fund | Finanzkrise | Financial crisis | Unternehmensanleihe | Corporate bond | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012130937