研究文章
COVID-19流感大流行的影响对美国信用违约互换(cds)市场
|
|
2010 (%) |
2011 (%) |
2012 (%) |
2013 (%) |
2014 (%) |
2015 (%) |
2016 (%) |
2017 (%) |
2018 (%) |
2019 (%) |
|
| 6米 |
38.3 |
5.8 |
0.0 |
58.0 |
0.5 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
| 1 Y |
6.3 |
0.1 |
0.0 |
4.6 |
0.1 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
| 2 Y |
93.9 |
18.3 |
1.3 |
94.0 |
0.9 |
0.0 |
0.0 |
0.1 |
0.0 |
0.0 |
| 3 Y |
96.0 |
7.3 |
0.2 |
44.7 |
34.6 |
0.0 |
0.0 |
0.2 |
0.0 |
0.0 |
| 4 Y |
96.9 |
16.5 |
1.1 |
45.4 |
81.1 |
0.0 |
0.1 |
0.4 |
0.0 |
0.1 |
| 5 Y |
96.9 |
9.8 |
0.7 |
28.4 |
97.5 |
0.0 |
0.1 |
0.1 |
0.0 |
0.1 |
| 7 Y |
93.0 |
55.0 |
0.3 |
24.8 |
92.7 |
0.0 |
0.1 |
0.1 |
0.0 |
0.0 |
| 10 Y |
32.5 |
7.9 |
4.0 |
38.9 |
93.0 |
1.0 |
2.0 |
3.6 |
3.6 |
0.0 |
| 20 Y |
43.3 |
2.0 |
1.9 |
13.6 |
47.5 |
0.3 |
0.7 |
1.7 |
0.0 |
2.2 |
| 30 Y |
64.4 |
2.7 |
2.1 |
12.8 |
44.9 |
0.2 |
0.7 |
0.9 |
0.0 |
0.6 |
|
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