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Bond Spreads and CDS-Bond Basis: Impact of Dodd-Frank Title VII

Eric McAlley
The Journal of Alternative Investments Fall 2022, jai.2022.1.170; DOI: https://doi.org/10.3905/jai.2022.1.170
Eric McAlley
is an assistant teaching professor of finance at Quinnipiac University in Hamden, CT
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The Journal of Alternative Investments: 25 (1)
The Journal of Alternative Investments
Vol. 25, Issue 1
Summer 2022
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Bond Spreads and CDS-Bond Basis: Impact of Dodd-Frank Title VII
Eric McAlley
The Journal of Alternative Investments Jul 2022, jai.2022.1.170; DOI: 10.3905/jai.2022.1.170

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Bond Spreads and CDS-Bond Basis: Impact of Dodd-Frank Title VII
Eric McAlley
The Journal of Alternative Investments Jul 2022, jai.2022.1.170; DOI: 10.3905/jai.2022.1.170
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  • Article
    • Abstract
    • REVIEW OF TITLE VII: CENTRAL CLEARING AND BIG BANG
    • DATA
    • TITLE VII BENEFITS, COUNTERPARTY RISK, AND THE BASIS
    • ROBUSTNESS: CONTROL SAMPLE ANALYSIS
    • CENTRAL CLEARING IMPACTS ON REFERENCE BOND SPREADS
    • SUMMARY AND CONCLUSION
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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