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An Empirical Study of Credit Default Swaps

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Author Info
Frank Skinner () (ICMA Centre, University of Reading)
Antonio Diaz (Associate Professor - Departamento de Economia y Empresa, Universidad de Castilla - La Mancha, Span)
Abstract

We examine the pricing of Asian and non-Asian credit default swaps that traded during the 1997 to 1999 time period. We employ two credit risk models, Duffie and Singleton (1999) and Jarrow and Turnbull (1995). We argue that credit default swaps should have a positive economic value since credit spreads reflect differences in liquidity as well as credit risk. However, in the presence of moral hazard we expect to see negative economic values since asymmetric information would motivate sellers of credit default swaps to demand a “restructuring premium”. While we generally find positive economic values for credit default swaps, both models find negative economic values for Asian credit default swaps during the recent Asian currency crisis, which we attribute to moral hazard.

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Publisher Info
Paper provided by Henley Business School, Reading University in its series ICMA Centre Discussion Papers in Finance with number icma-dp2003-04.

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Length: 34 pages
Date of creation: Jan 2002
Date of revision: Jan 2003
Handle: RePEc:rdg:icmadp:icma-dp2003-04

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Related research
Keywords: Credit default swaps; moral hazard; recovery rates; asymmetric information;

Find related papers by JEL classification:
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies
G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

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This page was last updated on 2009-12-15.


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