Title:

The Determinants of CDS Open Interest Dynamics

Authors:

Paulo Pereira da Silva (U Évora, CMVM, CEFAGE, U Évora)
Carlos Vieira (U Évora, CEFAGE, U Évora)
Isabel Vieira (U Évora, CEFAGE, U Évora)

Journal:

Journal Of Financial Stability

Year:

2015

Volume:

21

Pages:

95-109

JEL codes:

E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1016/j.jfs.2015.09.003