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Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery

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  • Salil Gadgil

Abstract

This paper studies how regulation implemented after the Global Financial Crisis has impacted price discovery in the credit default swap market (Working Paper no. 24-04).

Suggested Citation

  • Salil Gadgil, 2024. "Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery," Working Papers 24-04, Office of Financial Research, US Department of the Treasury.
    • Handle: RePEc:ofr:wpaper:24-04
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    References listed on IDEAS

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