The information content of the open interest of credit default swaps
Year of publication: |
November 2015
|
---|---|
Authors: | Silva, Paulo Pereira da |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 29.2015, 4, p. 381-427
|
Subject: | Credit risk | Credit default swap | Information flow | Informed trading | Open interest measures | Kreditderivat | Credit derivative | Kreditrisiko | Swap | Informationswert | Information value | Derivat | Derivative |
-
The Information Content of Cross-Market Deviations in Option Prices and Credit Default Swap Spreads
Angelopoulos, Georgios, (2020)
-
Credit derivatives and analyst behavior
Batta, George Eli, (2016)
-
Determinants of credit default swaps spreads in European and Asian markets
Hassan, M. Kabir, (2013)
- More ...
-
Silva, Paulo Pereira da, (2014)
-
Silva, Paulo Pereira da, (2016)
-
M&A operations: further evidence of informed trading in the CDS market
Silva, Paulo Pereira da, (2015)
- More ...