Rethinking Capital Structure Arbitrage
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More about this item
Keywordscredit spreads; price discovery; credit derivatives; information flow; convergence trading; financial crisis; limit of arbitrage;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G01 - Financial Economics - - General - - - Financial Crises
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