Will banning naked CDS impact bond prices?

DOI10.1007/S10436-013-0243-4zbMATH Open1318.91198OpenAlexW2004701534MaRDI QIDQ481373FDOQ481373

Authors: Agostino Capponi, Martin Larsson 

Publication date: 12 December 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-013-0243-4

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zbMATH Keywords

credit default swapstrading restrictionspartial equilibriumsovereign debt

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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