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Credit Default Swaps and the Credit Crisis

10 references·3 citing·55 second hopsampled

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References

2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
1987Constraints on short-selling and asset price adjustment to private information1,796 cited
2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
2007Insider trading in credit derivatives☆827 cited
2006Transparency and Liquidity: A Controlled Experiment on Corporate Bonds472 cited
2007Understanding the Securitization of Subprime Mortgage Credit394 cited
2006Stock Market Manipulations*380 cited
1988Liquidity and Market Structure247 cited
2008How Much Do Banks Use Credit Derivatives to Hedge Loans?234 cited
2009The Economics of Clearing in Derivatives Markets: Netting, Asymmetric Information, and the Sharing of Default Risks Through a Central Counterparty89 cited

Cited by

2011Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes91 cited
2010Credit Default Swaps and the Empty Creditor Problem39 cited
2011The Economic Consequences of Banks’ Derivatives Use in Good Times and Bad Times32 cited

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