Alessandro Cocco

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

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287

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Scholarly Papers (1)

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

Number of pages: 28 Posted: 25 Apr 2023 Last Revised: 10 Oct 2023
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 245 (231,256)

Abstract:

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

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

Economic Perspectives, No. 4, 2023
Number of pages: 16 Posted: 20 Oct 2023
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 42 (787,783)

Abstract:

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