Christian Cabanilla

Federal Reserve Banks - Federal Reserve Bank of New York

SCHOLARLY PAPERS

1

DOWNLOADS

43

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

What Does the CDS Market Imply for a U.S. Default?

Economic Perspectives, No. 4, 2023
Number of pages: 16 Posted: 20 Oct 2023
Luca Benzoni, Christian Cabanilla, Alessandro Cocco and Cullen Kavoussi
Federal Reserve Bank of Chicago - Research Department, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of Chicago and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 43 (785,600)

Abstract:

Loading...

U.S. default; U.S. CDS; default probabilities; sovereign CDS; debt ceiling