The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
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- Virginie Coudert & Mathieu Gex, 2013. "The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 492-505, August.
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More about this item
KeywordsFinancial crisis; Credit default swaps; Bonds; Price discovery process;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G01 - Financial Economics - - General - - - Financial Crises
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