Trends in credit basis spreads
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References listed on IDEAS
- Tobias Adrian & Nina Boyarchenko, 2012.
"Intermediary leverage cycles and financial stability,"
567, Federal Reserve Bank of New York.
- Tobias Adrian & Nina Boyarchenko, 2013. "Intermediary Leverage Cycles and Financial Stability," Liberty Street Economics 20131120, Federal Reserve Bank of New York.
- Jaewon Choi & Or Shachar, 2013. "Did liquidity providers become liquidity seekers?," Staff Reports 650, Federal Reserve Bank of New York.
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Keywordsfunding liquidity; post-crisis regulation; CDS; corporate bonds;
- 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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