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Year of publication
Subject
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Credit derivative 2 Investment Fund 2 Investmentfonds 2 Kreditderivat 2 credit default swaps 2 derivatives 2 investment funds 2 synthetic leverage 2 Credit risk 1 Derivat 1 Derivative 1 Kreditrisiko 1 Regulation 1 Regulierung 1 Swap 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Braunsteffer, Achim 3 Guagliano, Claudia 3 Kenny, Oisin 3 Mazzacurati, Julien 3
Published in...
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ESRB Working Paper Series 1 ESRB: Working Paper Series 1 Working paper series 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Use of Credit Default Swaps by UCITS Funds : Evidence from EU Regulatory Data
Braunsteffer, Achim; Guagliano, Claudia; Kenny, Oisin; … - 2021
Using a sample of more than 18,000 Undertakings for Collective Investment in Transferable Securities,or UCITS, this paper aims to provide a first overview of the use of credit default swaps by EU UCITSfunds. We show that UCITS funds only account for a small share of the overall EU credit...
Persistent link: https://www.econbiz.de/10013213946
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Cover Image
Use of credit default swaps by UCITS funds: Evidence from EU regulatory data
Guagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; … - 2019
Using a sample of more than 18,000 Undertakings for Collective Investment in Transferable Securities,or UCITS, this paper aims to provide a first overview of the use of credit default swaps by EU UCITS funds. We show that UCITS funds only account for a small share of the overall EU credit...
Persistent link: https://www.econbiz.de/10012145160
Saved in:
Cover Image
Use of credit default swaps by UCITS funds : evidence from EU regulatory data
Guagliano, Claudia; Mazzacurati, Julien; Kenny, Oisin; … - 2019
Using a sample of more than 18,000 Undertakings for Collective Investment in Transferable Securities,or UCITS, this paper aims to provide a first overview of the use of credit default swaps by EU UCITS funds. We show that UCITS funds only account for a small share of the overall EU credit...
Persistent link: https://www.econbiz.de/10012017692
Saved in:
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