From June 9-11, 2019, Linda Klingler attended the Infiniti Conference on International Finance at the Adam Smith Business School, University of Glasgow, to present her paper about the differential effect of sentiment on female and male mutual fund managers. Here’s… Continue Reading →
In a recent post, we discussed the Oehmke and Zawadowski (2017) paper. The authors identify hedging, speculation, and arbitrage as the main CDS trading motives. We now zoom in on one of these motives: hedging. The article “Mitigating Counterparty Risk”… Continue Reading →
US economist Richard Thaler has been awarded the Nobel prize in economics in 2017. The Royal Swedish Academy stated that Thaler receives the award “for his contributions to behavioral economics”. How does this contribution look?
We supervised a thesis this semester on the impact of central clearing on market liquidity for credit default swaps (CDS). In this post, we want to share the main results.