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Credit Derivatives - Overview and Implications for Monetary Policy and Financial Stability

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  • Martin Scheicher

    (European Central Bank, Kaiserstrasse 29, D – 60311, Frankfurt am Main, Germany,)

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  • Martin Scheicher, 2003. "Credit Derivatives - Overview and Implications for Monetary Policy and Financial Stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 5, pages 96-111.
    • Handle: RePEc:onb:oenbfs:y:2003:i:5:b:4
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    File URL: https://www.oenb.at/dam/jcr:8769ddb2-7d82-4703-99a5-0c9e170f52c5/fsr5_creditderiv_tcm16-9488.pdf
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    References listed on IDEAS

    as
    1. Didier Cossin & Tomas Hricko & Daniel Aunon-Nerin & Zhijiang Huang, 2002. "Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk?," FAME Research Paper Series rp65, International Center for Financial Asset Management and Engineering.
    2. Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, University Library of Munich, Germany.
    3. Alan Morrison, 2000. "Credit Derivatives, Disintermediation and Investment Decisions," OFRC Working Papers Series 2001fe01, Oxford Financial Research Centre.
    4. Study group on fixed income markets, 2001. "The changing shape of fixed income markets," BIS Papers chapters, in: Bank for International Settlements (ed.), The changing shape of fixed income markets: a collection of studies by central bank economists, volume 5, pages 1-43, Bank for International Settlements.
    5. Alan Morrison, 2001. "Credit Derivatives, Disintermediation and Investment Decisions," Economics Series Working Papers 2001-FE-01, University of Oxford, Department of Economics.
    6. Arturo Estrella, 2002. "Securitization and the efficacy of monetary policy," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 243-255.
    7. the Study group on fixed income markets, 2001. "The changing shape of fixed income markets," BIS Working Papers 104, Bank for International Settlements.
    8. Ian Marsh, 2002. "What central banks can learn about default risk from credit markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 329-339, Bank for International Settlements.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Breitenfellner, Bastian & Wagner, Niklas, 2010. "Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 289-297, September.

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