The Credit Default Swap Market and the Settlement of Large Defaults
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- Virginie Coudert & Mathieu Gex, 2010. "The Credit Default Swap Market and the Settlement of Large Defaults," International Economics, CEPII research center, issue 123, pages 91-120.
References listed on IDEAS
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More about this item
KeywordsCredit derivatives; bankruptcy; credit default swap; auction;
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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