First Significant Digits and the Credit Derivative Market During the Financial Crisis
The Credit Default Swap (CDS) market has both been lauded for its ability to stabilize the financial system through credit risk transfers and been the source of regulatory concern due to its size and lack of transparency. As a decentralized over-the-counter market, detailed information about pricing...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Finance and Management, Warsaw; Vistula University
2013-06-01
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| Series: | Contemporary Economics |
| Online Access: | http://ce.vizja.pl/en/download-pdf/id/281 |