The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
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More about this item
KeywordsCredit default swap spread; option-implied volatility; lead-lag relationship; price discovery; informed trading.;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-30 (All new papers)
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