Credit default swap spreads and systemic financial risk

Stefano Giglio

No 1122, Proceedings from Federal Reserve Bank of Chicago

Keywords: Credit; Financial institutions - Law and legislation; Financial crises (search for similar items in EconPapers)
Pages: 104-141
Date: 2011
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Citations: View citations in EconPapers (50)

Published in Conference on Bank Structure and Competition (2011: 47th) ; Implementing Dodd-Frank : Progress and Recommendations for the Future

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Working Paper: Credit default swap spreads and systemic financial risk (2016)
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