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Credit default swaps and corporate bond trading. (2019). Czech, Robert.
In: Bank of England working papers.
RePEc:boe:boeewp:0810.

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Cited: 4

Citations received by this document

Cites: 46

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Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

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Citations

Citations received by this document

  1. Links between government bond and futures markets: dealer-client relationships and price discovery in the UK. (2022). Mankodi, Aakash ; Lazarov, Vladimir ; di Gangi, Domenico ; Silvestri, Laura.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0991.

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  2. Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets. (2020). Pinter, Gabor ; Czech, Robert.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2032.

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  3. Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0895.

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  4. Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios. (2019). Mallucci, Enrico ; Converse, Nathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1261.

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References

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Cocites

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    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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  2. The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:255.

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  3. The demand for central clearing: To clear or not to clear, that is the question. (2019). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto.
    In: SAFE Working Paper Series.
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  4. Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise. (2019). Krahnen, Jan ; Wahrenburg, Mark ; Haselmann, Rainer.
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  5. Securisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł.
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  6. Discriminatory Pricing of Over-the-Counter Derivatives. (2019). Timmer, Yannick ; Hoffmann, Peter ; Langfield, Sam ; Hau, Harald.
    In: IMF Working Papers.
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  7. The Reversal Interest Rate. (2019). Koby, Yann ; Brunnermeier, Markus K.
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  8. Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
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  9. The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla.
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  10. Inspecting the Mechanism of Quantitative Easing in the Euro Area. (2019). Yogo, Motohiro ; Nguyen, Benoit ; Koulischer, Francois ; Koijen, Ralph.
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  11. Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł.
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  12. Securitisation special purpose entities use of derivatives: New evidence from Ireland. (2019). Killeen, Neill ; Fiedor, Paweł.
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  13. Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David.
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  14. Credit default swaps and corporate bond trading. (2019). Czech, Robert.
    In: Bank of England working papers.
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  15. Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
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  16. Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale.
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  17. Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco.
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  18. OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis.
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  19. Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł.
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  20. The Impact of Pensions and Insurance on Global Yield Curves. (2018). Vissing-Jorgensen, Annette ; Greenwood, Robin.
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  21. How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano.
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  22. How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz.
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  23. Who bears interest rate risk?. (2018). Langfield, Sam ; Vuillemey, Guillaume ; Pierobon, Federico ; Hoffmann, Peter.
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