Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets
Year of publication: |
2011-07
|
---|---|
Authors: | Hilscher, Jens ; Pollet, Joshua M. ; Wilson, Mungo |
Institutions: | Department of Economics, International Business School, Brandeis University |
Subject: | CDS | Market Segmentation | Inattention |
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