Credit default swaps and risk-shifting

DOI10.1016/J.ECONLET.2012.08.013zbMath1283.91171OpenAlexW2159862763MaRDI QIDQ2440418

Rafael Matta, Murillo Campello

Publication date: 18 March 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://pure.uva.nl/ws/files/1645276/118835_matta_post_print.pdf

zbMATH Keywords

regulationrisk shiftingCDSfinancing efficiency

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Related Items (1)

Endogenous trading in credit default swaps

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