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The characteristics and evolution of credit default swap trading

Author

Listed:
  • L. Meng

    (LEM - Lille - Economie et Management - Université de Lille, Sciences et Technologies - CNRS - Centre National de la Recherche Scientifique)

  • O. Ap Gwilym

Abstract

No abstract is available for this item.

Suggested Citation

  • L. Meng & O. Ap Gwilym, 2007. "The characteristics and evolution of credit default swap trading," Post-Print hal-00325165, HAL.
    • Handle: RePEc:hal:journl:hal-00325165
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    Cited by:

    1. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
    2. Meng, Lei & Verousis, Thanos & ap Gwilym, Owain, 2013. "A substitution effect between price clustering and size clustering in credit default swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 139-152.
    3. Adam, Tim & Guettler, Andre, 2015. "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 204-214.
    4. repec:hum:wpaper:sfb649dp2015-013 is not listed on IDEAS
    5. Adam, Tim & Güttler, André, 2015. "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," SFB 649 Discussion Papers 2015-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    6. Bühler, Wolfgang & Trapp, Monika, 2009. "Time-varying credit risk and liquidity premia in bond and CDS markets," CFR Working Papers 09-13, University of Cologne, Centre for Financial Research (CFR).

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