The Credit Default Swap Market's Reaction to Earnings Announcements
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More about this item
KeywordsCredit default swap; market efficiency; earnings announcements; credit ratings.;
- 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-2008-03-08 (All new papers)
- NEP-FMK-2008-03-08 (Financial Markets)
- NEP-MST-2008-03-08 (Market Microstructure)
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