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Credit default swap market retrospective: observations from the 2008–9 financial crisis and the onset of the Covid-19 pandemic

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Credit default swap market retrospective: observations from the 2008–9 financial crisis and the onset of the Covid-19 pandemic – Journal of Financial Market Infrastructures





  • Spread levels for the main credit indices approximately tripled during March 2020 from their February 2020 levels. During this period the S&P 500 and…

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