Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12996
Reference48 articles.
1. Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds
2. Aragon George O. LeiLi andJunQian 2015 Counterparty risk in bond mutual funds: Evidence from credit default swap positions Working paper Arizona State University.
3. Has the CDS market lowered the cost of corporate debt?
4. Atkeson Andrew G. Andrea L.Eisfeldt andPierre‐OlivierWeill 2014 Entry and exit in OTC derivatives markets Working paper University of California Los Angeles.
5. Credit Default Swaps: A Survey
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