Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets
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- Hilscher, Jens & Pollet, Joshua M. & Wilson, Mungo, 2015. "Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(03), pages 543-567, June.
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More about this item
KeywordsCDS; Market Segmentation; Inattention;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-05 (All new papers)
- NEP-FMK-2011-09-05 (Financial Markets)
- NEP-URE-2011-09-05 (Urban & Real Estate Economics)
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