CDS-bond basis and bond return predictability

Gi H. Kim, Haitao Li, Weina Zhang

Year of publication:	September 2016
Authors:	Kim, Gi H. ; Li, Haitao ; Zhang, Weina
Published in:	Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 307-337
Subject:	Credit default swaps \| CDS-bond basis \| Basis arbitrage \| Corporate bonds \| Financial crisis \| Limits of arbitrage \| Return predictability \| Price convergence \| Kreditderivat \| Credit derivative \| Arbitrage \| Anleihe \| Bond \| Unternehmensanleihe \| Corporate bond \| Schätzung \| Estimation \| Zinsstruktur \| Yield curve \| Prognoseverfahren \| Forecasting model \| Finanzkrise \| Kapitaleinkommen \| Capital income \| Risikoprämie \| Risk premium \| Börsenkurs \| Share price \| Kapitalmarktrendite \| Capital market returns \| Kreditrisiko \| Credit risk