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

Xinjie Wang; Yangru Wu; Hongjun Yan; Zhaodong Zhong

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

Xinjie Wang, Yangru Wu, Hongjun Yan, Zhaodong Zhong

Driehaus College of Business and Kellstadt Graduate School of Business

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Financial Economics
State	Published - Oct 23 2018

Keywords

funding liquidity
arbitrage
basis
CDS Big Bang
standardization
central clearing

Disciplines

Business

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Funding Liquidity Shocks in a Quasi-Experiment Evidence from theFinal published version, 1.18 MBLicense: Unspecified

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@article{e335a751c7d9437d9a6dd8aa11d34b9f,

title = "Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang",

keywords = "funding liquidity, arbitrage, basis, CDS Big Bang, standardization, central clearing",

author = "Xinjie Wang and Yangru Wu and Hongjun Yan and Zhaodong Zhong",

note = "Wang, Xinjie and Wu, Yangru and Yan, Hongjun and Zhong, Zhaodong, Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang (October 23, 2018). 29th Australasian Finance and Banking Conference 2016. Available at SSRN: https://ssrn.com/abstract=2730877 or http://dx.doi.org/10.2139/ssrn.2730877",

year = "2018",

month = oct,

day = "23",

language = "American English",

journal = "Journal of Financial Economics",

}

TY - JOUR

T1 - Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang

AU - Wang, Xinjie

AU - Wu, Yangru

AU - Yan, Hongjun

AU - Zhong, Zhaodong

N1 - Wang, Xinjie and Wu, Yangru and Yan, Hongjun and Zhong, Zhaodong, Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang (October 23, 2018). 29th Australasian Finance and Banking Conference 2016. Available at SSRN: https://ssrn.com/abstract=2730877 or http://dx.doi.org/10.2139/ssrn.2730877

PY - 2018/10/23

Y1 - 2018/10/23

KW - funding liquidity

KW - arbitrage

KW - basis

KW - CDS Big Bang

KW - standardization

KW - central clearing

UR - https://via.library.depaul.edu/buspubs/132

M3 - Article

JO - Journal of Financial Economics

JF - Journal of Financial Economics

ER -

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

Keywords

Disciplines

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