Under-reaction in the sovereign CDS market
Xinjie Wang, Yaqing Xiao, Hongjun Yan, Jinfan Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Xinjie ; Xiao, Yaqing ; Yan, Hongjun ; Zhang, Jinfan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 130.2021, p. 1-13
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| Subject: | Limits to arbitrage | Macro information | Predictability | Sovereign CDS | Underreaction | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | Welt | World | Öffentliche Anleihe | Public bond | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013164867