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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 ...