Excess comovement in credit default swap markets: Evidence from the CDX indices
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More about this item
KeywordsCredit default swaps; Excess comovement; CDX indices; Credit ratings;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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