Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Year of publication: |
2011
|
---|---|
Authors: | Hilscher, Jens ; Pollet, Joshua M. ; Wilson, Mungo |
Publisher: |
Waltham, Mass. : Brandeis Univ., Dep. of Economics |
Subject: | CDS | market segmentation | inattention | Kreditderivat | Credit derivative | Marktsegmentierung | Market segmentation | Risikoprämie | Risk premium | Welt | World | Kreditversicherung | Credit insurance | Kreditrisiko | Credit risk |
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