What Does the CDS Market Imply for a U.S. Default?

Author:

Benzoni Luca,Cabanilla Christian,Cocco Alessandro,Kavoussi Cullen

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference23 articles.

1. The credit default swap market: What a difference a decade makes;I�aki Aldasoro;BIS Quarterly Review,2018

2. Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads;Patrick Augustin;Journal of Financial Economics,2020

3. Treasury securities and the U.S. sovereign credit default swap market;D Austin;Bank for International Settlements,2011

4. Credit default swaps;Antulio N Bomfim;Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System, No. 2022-023, May. Crossref,2022

5. The evolving market for U.S. sovereign credit risk;Nina Boyarchenko;Liberty Street Economics,2020

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