Título:

The EU Ban on Uncovered Sovereign Credit Default Swaps: Assessing Impacts on Liquidity, Volatility, and Price Discovery

Autores:

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

Revista:

Journal Of Derivatives

Ano:

2016

Volume:

23

Número:

4

Páginas:

74-98

Códigos JEL:

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