Matches in SemOpenAlex for { <https://semopenalex.org/work/W2897727310> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W2897727310 abstract "This paper explores the relationship between funding liquidity and credit default swap (CDS) spreads, evidencing the effects of the regulatory changes brought about by the introduction of the CDS Small Bang reforms for CDS contracts on European reference entities in June 2009. Using panel estimations, this study provides evidence that a tightening of funding liquidity increases CDS spreads, an effect which is three times larger in magnitude for high-CDS entities compared to low-CDS firms. This relationship increases in magnitude and significance after the implementation of the CDS Small Bang reforms which introduced fixed coupons for trading CDSs, leading to the exchange of upfront fees between CDS contract parties." @default.
- W2897727310 created "2018-10-26" @default.
- W2897727310 creator A5071847978 @default.
- W2897727310 creator A5083472301 @default.
- W2897727310 creator A5090183829 @default.
- W2897727310 date "2018-01-01" @default.
- W2897727310 modified "2023-09-23" @default.
- W2897727310 title "Credit Default Swap Spreads: Funding Liquidity Matters!" @default.
- W2897727310 cites W1534531491 @default.
- W2897727310 cites W1899865046 @default.
- W2897727310 cites W1978775682 @default.
- W2897727310 cites W1989292978 @default.
- W2897727310 cites W1998529070 @default.
- W2897727310 cites W2046519558 @default.
- W2897727310 cites W2048121300 @default.
- W2897727310 cites W2105973145 @default.
- W2897727310 cites W2109718988 @default.
- W2897727310 cites W2124556906 @default.
- W2897727310 cites W2132072990 @default.
- W2897727310 cites W2142596917 @default.
- W2897727310 cites W2164665082 @default.
- W2897727310 cites W2169476066 @default.
- W2897727310 cites W2619099336 @default.
- W2897727310 cites W3121328583 @default.
- W2897727310 cites W3121423001 @default.
- W2897727310 cites W3121630491 @default.
- W2897727310 cites W3121991817 @default.
- W2897727310 cites W3122403692 @default.
- W2897727310 cites W3122622471 @default.
- W2897727310 cites W3123010909 @default.
- W2897727310 cites W3123708453 @default.
- W2897727310 cites W3123791576 @default.
- W2897727310 cites W3124063615 @default.
- W2897727310 cites W3124344732 @default.
- W2897727310 cites W3125046887 @default.
- W2897727310 cites W3125203185 @default.
- W2897727310 cites W3125622265 @default.
- W2897727310 cites W3125948322 @default.
- W2897727310 cites W3123699647 @default.
- W2897727310 doi "https://doi.org/10.2139/ssrn.3277366" @default.
- W2897727310 hasPublicationYear "2018" @default.
- W2897727310 type Work @default.
- W2897727310 sameAs 2897727310 @default.
- W2897727310 citedByCount "0" @default.
- W2897727310 crossrefType "journal-article" @default.
- W2897727310 hasAuthorship W2897727310A5071847978 @default.
- W2897727310 hasAuthorship W2897727310A5083472301 @default.
- W2897727310 hasAuthorship W2897727310A5090183829 @default.
- W2897727310 hasBestOaLocation W28977273102 @default.
- W2897727310 hasConcept C10138342 @default.
- W2897727310 hasConcept C144133560 @default.
- W2897727310 hasConcept C162324750 @default.
- W2897727310 hasConcept C178350159 @default.
- W2897727310 hasConcept C183582576 @default.
- W2897727310 hasConcept C24308983 @default.
- W2897727310 hasConcept C26457952 @default.
- W2897727310 hasConcept C30589699 @default.
- W2897727310 hasConcept C556758197 @default.
- W2897727310 hasConcept C73283319 @default.
- W2897727310 hasConcept C89997419 @default.
- W2897727310 hasConcept C99821215 @default.
- W2897727310 hasConceptScore W2897727310C10138342 @default.
- W2897727310 hasConceptScore W2897727310C144133560 @default.
- W2897727310 hasConceptScore W2897727310C162324750 @default.
- W2897727310 hasConceptScore W2897727310C178350159 @default.
- W2897727310 hasConceptScore W2897727310C183582576 @default.
- W2897727310 hasConceptScore W2897727310C24308983 @default.
- W2897727310 hasConceptScore W2897727310C26457952 @default.
- W2897727310 hasConceptScore W2897727310C30589699 @default.
- W2897727310 hasConceptScore W2897727310C556758197 @default.
- W2897727310 hasConceptScore W2897727310C73283319 @default.
- W2897727310 hasConceptScore W2897727310C89997419 @default.
- W2897727310 hasConceptScore W2897727310C99821215 @default.
- W2897727310 hasLocation W28977273101 @default.
- W2897727310 hasLocation W28977273102 @default.
- W2897727310 hasOpenAccess W2897727310 @default.
- W2897727310 hasPrimaryLocation W28977273101 @default.
- W2897727310 hasRelatedWork W1528104233 @default.
- W2897727310 hasRelatedWork W2009150482 @default.
- W2897727310 hasRelatedWork W2290136454 @default.
- W2897727310 hasRelatedWork W2468139217 @default.
- W2897727310 hasRelatedWork W2490782572 @default.
- W2897727310 hasRelatedWork W2564725009 @default.
- W2897727310 hasRelatedWork W2627002507 @default.
- W2897727310 hasRelatedWork W2897727310 @default.
- W2897727310 hasRelatedWork W3122981866 @default.
- W2897727310 hasRelatedWork W4233728087 @default.
- W2897727310 isParatext "false" @default.
- W2897727310 isRetracted "false" @default.
- W2897727310 magId "2897727310" @default.
- W2897727310 workType "article" @default.