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How does risk flow in the credit default swap market?
Marco D'Errico
Stefano Battiston
Tuomas Peltonen
Martin Scheicher
flow-of-risk
systemic risk
credit default swap
financial networks
network architecture
2016-10-25T13:35:54+02:00
LaTeX with hyperref package
2017-12-11T13:21:13+01:00
2017-12-11T13:22:38+01:00
pdfTeX-1.40.15
Unknown
flow-of-risk; systemic risk; credit default swap; financial networks; network architecture
uuid:753dbcdb-2ea6-45a2-b771-11ba77174573
uuid:6ce7746c-5a05-4f96-ba8d-074736be5e77
New regulatory data reveal extensive discriminatory pricing in the foreign exchange derivatives market, in which dealer-banks and their non-financial clients trade over-the-counter. After controlling for contract characteristics, dealer fixed effects, and
10.2849/33277
DT-AD-17-028-EN-N
978-92-95210-48-6
2467-0677
No 61 / December 2017
G14, G18, D4
European Systemic Risk Board
https://www.esrb.europa.eu
Working Paper Series
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