Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis-Reference-Cited by-同舟云学术

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Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis

Published:2023-08 Issue: Volume:57 Page:100849
ISSN:1044-0283
Container-title:Global Finance Journal
language:en
Short-container-title:Global Finance Journal

Author:

Wang Ruolin,Basu Anup,Clements Adam

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

1. Insider trading in credit derivatives;Acharya;Journal of Financial Economics,2007

2. The impact of central clearing on the market for single-name credit default swaps;Akari;North American Journal of Economics and Finance,2021

3. The credit default swap market: What a difference a decade makes [report];Aldasoro,2018

4. The relative informational efficiency of stocks, options and credit default swaps during the financial crisis;Amadori;The Journal of Risk Finance,2014

5. Credit default swaps: A survey;Augustin;Foundations and Trends in Finance,2014

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