Credit Default Swap Bond Basis Trading Opportunities in Times of Economic Uncertainty in European Financial Market
We investigated CDS-bond basis trading strategies during five different events, which possibly have caused market uncertainty on the European market. Those events include the peak of the Greek debt crisis (2015), Brexit announcement (2016), French presidential elections (2017), Tariffs on European Union (2018) and COVID-19 crisis (2020). Further, using the companies from two different iTraxx indic