Standardization, transparency initiatives, and liquidity in the CDS market
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DOI: 10.1016/j.finmar.2022.100718
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More about this item
Keywords
Credit default swap; Liquidity; Transparency; Small bang; Counterparty risk;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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