The premium and settlement of CCPs during the financial crisis: Evidence from the JGB market
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DOI: 10.1016/j.jimonfin.2022.102774
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More about this item
Keywords
Central clearing; Counterparty risk; Financial crisis; JGB market;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- H12 - Public Economics - - Structure and Scope of Government - - - Crisis Management
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