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The Direct Relevance of Accounting Information for Credit Default Swap Pricing

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  • George Batta

Abstract

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Suggested Citation

  • George Batta, 2011. "The Direct Relevance of Accounting Information for Credit Default Swap Pricing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(9-10), pages 1096-1122, November.
  • Handle: RePEc:bla:jbfnac:v:38:y:2011:i:9-10:p:1096-1122
    DOI: j.1468-5957.2011.02264.x
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    File URL: http://hdl.handle.net/10.1111/j.1468-5957.2011.02264.x
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    Citations

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    Cited by:

    1. Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio & Parrado-Martínez, Purificación & di Pietro, Filippo, 2016. "Determinants of bank CDS spreads in Europe," Journal of Economics and Business, Elsevier, vol. 86(C), pages 1-15.
    2. Serafeim Tsoukas & Marina-Eliza Spaliara, 2014. "Market Implied Ratings and Financing Constraints: Evidence from US Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(1-2), pages 242-269, January.
    3. Dan Givoly & Carla Hayn & Sharon Katz, 2017. "The changing relevance of accounting information to debt holders over time," Review of Accounting Studies, Springer, vol. 22(1), pages 64-108, March.
    4. Demirovic, Amer & Tucker, Jon & Guermat, Cherif, 2015. "Accounting data and the credit spread: An empirical investigation," Research in International Business and Finance, Elsevier, vol. 34(C), pages 233-250.
    5. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.

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