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Credit Default Swap Prices, Databases, Liquidity
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credit default swap prices, databases, liquidity
Sovereign Credit Default Swaps, Sovereign Bonds, Credit Spreads, Price Discovery
Sovereign CDS, comovements, commonalities, dealers
Sovereign CDS, Comovements, Commonalities, Dealers
Systemic risk, derivatives, Shapley value
Persistent Mispricings, Credit Derivatives, Credit Spreads, Subsampling
Credit Spreads, Market Dynamic Dependence, DCC-GARCH
Euro government bonds, Credit quality, Liquidity, Macro factors
Portfolio choice, Households, Indivisible illiquid assets, Financial constraints, Under-investment, Over-investment
short-sales constraint, financial stability, market quality
Credit Default Swap, Liquidity Commonalities, Global Risk, Funding Liquidity Risk, Counterparty Risk
Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements
banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements
central clearing, counterparty risk, credit default swaps
Financial Conglomerates, Mutual Funds, Agency Conflicts, Financial Crisis, Sovereign Debt Crisis
Intangible assets, trademarks, Tobin’s q, abnormal returns, event studies
short-sales constraints, financial stability, financial institutions, credit default swap, contagion
mortgages, financial constraints, credit risk
short‐sales constraints, financial stability, financial institutions, credit default swap, contagion
SME, Credit Access, Supporting Factor, Bank Lending
Asymmetric Information, Banks, Interest Rate spreads, Loans, Relationship Lending Dimensions
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