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Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban

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  • Xiaoling Pu
  • Jianing Zhang

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  • Xiaoling Pu & Jianing Zhang, 2012. "Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban," The Financial Review, Eastern Finance Association, vol. 47(1), pages 171-197, February.
    • Handle: RePEc:bla:finrev:v:47:y:2012:i:1:p:171-197
    DOI: j.1540-6288.2011.00325.x
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    Cited by:

    1. Griffith, Todd & Clancey-Shang, Danjue, 2023. "Cryptocurrency regulation and market quality," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
    2. Iñaki Aldasoro & Torsten Ehlers, 2018. "The credit default swap market: what a difference a decade makes," BIS Quarterly Review, Bank for International Settlements, June.
    3. Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G., 2016. "Why do investors buy sovereign default insurance?," CFS Working Paper Series 540, Center for Financial Studies (CFS).
    4. David-Pur, Lior & Galil, Koresh & Rosenboim, Mosi, 2020. "The dynamics of sovereign yields over swap rates in the Eurozone market," International Review of Financial Analysis, Elsevier, vol. 72(C).

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