Matches in SemOpenAlex for { <https://semopenalex.org/work/W3194678199> ?p ?o ?g. }
- W3194678199 endingPage "100932" @default.
- W3194678199 startingPage "100932" @default.
- W3194678199 abstract "Using regulatory data on CDS holdings and corporate bond transactions, I provide evidence for a liquidity spillover effect from CDS to bond markets. Bond trading volumes are 70% larger for investors with CDS positions written on the debt issuer. Moreover, higher CDS trading activity substantially improves the liquidity of the underlying bonds, particularly around rating downgrades. Additional analyses reveal that the spillover effect is partly driven by naked CDS positions, highlighting one of the adverse consequences of naked CDS bans for bond markets. The results suggest that the presence of an accessible CDS market enhances the liquidity of the underlying bond market." @default.
- W3194678199 created "2021-08-30" @default.
- W3194678199 creator A5066449660 @default.
- W3194678199 date "2021-10-01" @default.
- W3194678199 modified "2023-09-30" @default.
- W3194678199 title "Credit default swaps and corporate bond trading" @default.
- W3194678199 cites W1129496056 @default.
- W3194678199 cites W1891479151 @default.
- W3194678199 cites W1910754179 @default.
- W3194678199 cites W2109718988 @default.
- W3194678199 cites W2129449827 @default.
- W3194678199 cites W2162009965 @default.
- W3194678199 cites W2164665082 @default.
- W3194678199 cites W2283944574 @default.
- W3194678199 cites W2590534521 @default.
- W3194678199 cites W2606985126 @default.
- W3194678199 cites W2614189282 @default.
- W3194678199 cites W2888813708 @default.
- W3194678199 cites W2936806719 @default.
- W3194678199 cites W2945437183 @default.
- W3194678199 cites W2950344365 @default.
- W3194678199 cites W3023171695 @default.
- W3194678199 cites W3107180329 @default.
- W3194678199 cites W3121611251 @default.
- W3194678199 cites W3122079329 @default.
- W3194678199 cites W3122301355 @default.
- W3194678199 cites W3122617702 @default.
- W3194678199 cites W3122619931 @default.
- W3194678199 cites W3122682094 @default.
- W3194678199 cites W3123099436 @default.
- W3194678199 cites W3123133978 @default.
- W3194678199 cites W3123163856 @default.
- W3194678199 cites W3123798606 @default.
- W3194678199 cites W3123993474 @default.
- W3194678199 cites W3124218631 @default.
- W3194678199 cites W3124568732 @default.
- W3194678199 cites W3124638216 @default.
- W3194678199 cites W3124664297 @default.
- W3194678199 cites W3124696235 @default.
- W3194678199 cites W3124780097 @default.
- W3194678199 cites W3124815377 @default.
- W3194678199 cites W3124925117 @default.
- W3194678199 cites W3125577664 @default.
- W3194678199 cites W3126112729 @default.
- W3194678199 cites W3194987017 @default.
- W3194678199 cites W4205684674 @default.
- W3194678199 cites W4255203579 @default.
- W3194678199 cites W4285678651 @default.
- W3194678199 cites W4376849348 @default.
- W3194678199 doi "https://doi.org/10.1016/j.jfi.2021.100932" @default.
- W3194678199 hasPublicationYear "2021" @default.
- W3194678199 type Work @default.
- W3194678199 sameAs 3194678199 @default.
- W3194678199 citedByCount "6" @default.
- W3194678199 countsByYear W31946781992020 @default.
- W3194678199 countsByYear W31946781992022 @default.
- W3194678199 countsByYear W31946781992023 @default.
- W3194678199 crossrefType "journal-article" @default.
- W3194678199 hasAuthorship W3194678199A5066449660 @default.
- W3194678199 hasBestOaLocation W31946781992 @default.
- W3194678199 hasConcept C10138342 @default.
- W3194678199 hasConcept C120527767 @default.
- W3194678199 hasConcept C138170105 @default.
- W3194678199 hasConcept C144133560 @default.
- W3194678199 hasConcept C162324750 @default.
- W3194678199 hasConcept C175444787 @default.
- W3194678199 hasConcept C178350159 @default.
- W3194678199 hasConcept C183582576 @default.
- W3194678199 hasConcept C197142791 @default.
- W3194678199 hasConcept C2780999293 @default.
- W3194678199 hasConcept C30589699 @default.
- W3194678199 hasConcept C44309892 @default.
- W3194678199 hasConcept C55527203 @default.
- W3194678199 hasConcept C556758197 @default.
- W3194678199 hasConcept C68842666 @default.
- W3194678199 hasConcept C69738904 @default.
- W3194678199 hasConcept C73283319 @default.
- W3194678199 hasConceptScore W3194678199C10138342 @default.
- W3194678199 hasConceptScore W3194678199C120527767 @default.
- W3194678199 hasConceptScore W3194678199C138170105 @default.
- W3194678199 hasConceptScore W3194678199C144133560 @default.
- W3194678199 hasConceptScore W3194678199C162324750 @default.
- W3194678199 hasConceptScore W3194678199C175444787 @default.
- W3194678199 hasConceptScore W3194678199C178350159 @default.
- W3194678199 hasConceptScore W3194678199C183582576 @default.
- W3194678199 hasConceptScore W3194678199C197142791 @default.
- W3194678199 hasConceptScore W3194678199C2780999293 @default.
- W3194678199 hasConceptScore W3194678199C30589699 @default.
- W3194678199 hasConceptScore W3194678199C44309892 @default.
- W3194678199 hasConceptScore W3194678199C55527203 @default.
- W3194678199 hasConceptScore W3194678199C556758197 @default.
- W3194678199 hasConceptScore W3194678199C68842666 @default.
- W3194678199 hasConceptScore W3194678199C69738904 @default.
- W3194678199 hasConceptScore W3194678199C73283319 @default.
- W3194678199 hasLocation W31946781991 @default.
- W3194678199 hasLocation W31946781992 @default.
- W3194678199 hasOpenAccess W3194678199 @default.
- W3194678199 hasPrimaryLocation W31946781991 @default.