Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade”
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DOI: 10.1016/j.jbankfin.2012.09.017
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Keywords
Arbitrage; Collateralized debt obligation; Credit default swap; Hedge funds;JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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- Jan Pieter Krahnen & Christian Wilde, 2009. "CDOs and Systematic Risk: Why bond ratings are inadequate," Working Paper Series: Finance and Accounting 203, Department of Finance, Goethe University Frankfurt am Main.