@article{e335a751c7d9437d9a6dd8aa11d34b9f,
title = "Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang",
keywords = "funding liquidity, arbitrage, basis, CDS Big Bang, standardization, central clearing",
author = "Xinjie Wang and Yangru Wu and Hongjun Yan and Zhaodong Zhong",
note = "Wang, Xinjie and Wu, Yangru and Yan, Hongjun and Zhong, Zhaodong, Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang (October 23, 2018). 29th Australasian Finance and Banking Conference 2016. Available at SSRN: https://ssrn.com/abstract=2730877 or http://dx.doi.org/10.2139/ssrn.2730877",
year = "2018",
month = oct,
day = "23",
language = "American English",
journal = "Journal of Financial Economics",
}