Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations
by
Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle
Language: English
Release Date: July 12, 2018
This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively...