Open AccessDoes the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk
Author(s) -
Hong Kong Institute for Monetary and Financial Research
Publication year - 2012
Publication title -
social science research network
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2105634
Subject(s) - credit derivative , credit default swap , itraxx , credit risk , credit default swap index , business , credit valuation adjustment , financial system , medicine , credit reference , actuarial science