The CDS‐bond basis

By Jennie Bai, Pierre Collin-Dufresne. Financial Management, 2018

115 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8bbe1466bb760a57bd3693ba753ae0a8560be3f6

Citations in the corpus

• When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020, unknown): “12 Bai and Collin-Dufresne (2019) and Fontana (2010) study the CDS bond basis in 2008; Fleckenstein, Longstaff, and Lustig (2014) and Hu, Pan, and Wang (2013) focus on disruptions in Treasury bonds; and Du, Tepper, and Verdelhan (2018) document violations of covered interest parity.”