Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery

Salil Gadgil

No 24-04, Working Papers from Office of Financial Research, US Department of the Treasury

Abstract: This paper studies how regulation implemented after the Global Financial Crisis has impacted price discovery in the credit default swap market (Working Paper no. 24-04).

Date: 2024-07-17
New Economics Papers: this item is included in nep-fmk
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