Article

Title:
The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price Discovery
Journal:
Journal Of Derivatives
Year:
2016
Volume:
23
Number:
4
Pages:
74-98
JEL codes:
F34 - International Lending and Debt Problems
G15 - International Financial Markets
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing
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