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    Single-name Credit Default Swaps: A Review of the Empirical Academic Literature 

    Culp, Christopher L.; Van der Merwe, Andria; Stärkle, Bettina J. (Institute for Applied Economics, Global Health, and the Study of Business Enterprise, 2016-09)
    Single-name credit default swaps (“CDSs”) are derivatives based on the credit risk of a single borrower such as a corporation or sovereign. Although the single-name CDS market expanded rapidly during the period of loose ...

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    Culp, Christopher L. (1)
    Stärkle, Bettina J. (1)Van der Merwe, Andria (1)Subjectcredit default swaps (1)event studies (1)hedging (1)price discovery (1)systemic risk (1)... View MoreDate Issued2016 (1)Has File(s)Yes (1)

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