Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?*

DOI10.1093/ROF/RFY033zbMath1414.91365OpenAlexW2950344365MaRDI QIDQ5378885

Sudheer Chava, Rohan Ganduri, Chayawat Ornthanalai

Publication date: 3 June 2019

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

Full work available at URL: https://doi.org/10.1093/rof/rfy033

zbMATH Keywords

credit default swapscredit ratingsfinancial regulations

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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