Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang

Xinjie Wang, Yangru Wu, Hongjun Yan, Zhaodong Zhong

Research output: Contribution to journalArticlepeer-review

Original languageAmerican English
JournalJournal of Financial Economics
StatePublished - Oct 23 2018

Keywords

  • funding liquidity
  • arbitrage
  • basis
  • CDS Big Bang
  • standardization
  • central clearing

Disciplines

  • Business

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