The economic significance of CDS price discovery
Year of publication: |
January 2017
|
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Authors: | Xiang, Vincent ; Chng, Michael T. ; Fang, Victor |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 1, p. 1-30
|
Subject: | Price discovery | CDS spread | Credit risk | Portfolio strategy | Kreditderivat | Credit derivative | Theorie | Theory | Kreditrisiko | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Risikoprämie | Risk premium | Derivat | Derivative |
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