The economic significance of CDS price discovery
Version 2 2024-05-30, 09:22
Version 1 2015-11-27, 11:58
journal contribution
posted on 2024-05-30, 09:22 authored by Vincent XiangVincent Xiang, MT Chng, V FangThe economic significance of CDS price discovery
History
Journal
Review of Quantitative Finance and AccountingVolume
48Pagination
1-30Location
New York, N.Y.Publisher DOI
ISSN
0924-865XeISSN
1573-7179Language
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalCopyright notice
2015, SpringerIssue
1Publisher
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No categories selectedKeywords
Social SciencesBusiness, FinanceBusiness & EconomicsPrice discoveryCDS spreadCredit riskPortfolio strategyCREDIT DEFAULT SWAPOPTIMAL CAPITAL STRUCTURERATING ANNOUNCEMENTSEMPIRICAL-ANALYSISCORPORATE-DEBTSTOCK MARKETSSPREADSRISKBONDARBITRAGEDepartment of Finance150201 Finance150205 Investment and Risk Management900101 Finance Services900102 Investment Services (excl. Superannuation)3502 Banking, finance and investment
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