Price discovery in the CDS market : the informational role of equity short interest
Year of publication: |
December 2016
|
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Authors: | Griffin, Paul A. ; Hong, Hyun A. ; Kim, Jeong-bon |
Published in: |
Review of accounting studies. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6653, ZDB-ID 1334761-5. - Vol. 21.2016, 4, p. 1116-1148
|
Subject: | Equity short interest | Credit default swaps | Credit spreads | Lagged asset price discovery | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Risikoprämie | Risk premium |
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