Trends in credit basis spreads
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Cited by:
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Measuring Corporate Bond Market Dislocations," Staff Reports 957, Federal Reserve Bank of New York.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018.
"Credit Market Choice,"
Liberty Street Economics
20181017, Federal Reserve Bank of New York.
- Nina Boyarchenko & Anna Costello & Or Shachar, 2019. "Credit Market Choice," 2019 Meeting Papers 1271, Society for Economic Dynamics.
- Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018. "Credit market choice," Staff Reports 863, Federal Reserve Bank of New York.
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More about this item
Keywords
funding liquidity; post-crisis regulations; CDS; corporate bonds;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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