Skip to main navigation Skip to search Skip to main content

Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang

  • Xinjie Wang
  • , Yangru Wu
  • , Hongjun Yan
  • , Zhaodong (Ken) Zhong

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)545-560
Number of pages16
JournalJournal of Financial Economics
Volume139
Issue number2
DOIs
StatePublished - Feb 2021

ASJC Scopus Subject Areas

  • Accounting
  • Finance
  • Economics and Econometrics
  • Strategy and Management

Keywords

  • CDS Big Bang
  • CDS Small Bang
  • Central clearing
  • Funding liquidity
  • Standardization

Cite this