Are All Credit Default Swap Databases Equal?
Author:
Affiliation:
1. School of Economics and Business Administration, Universidad de Navarra; Spain
2. Department of Business Administration; Universidad Carlos III de Madrid; Spain
3. Anderson Graduate School of Management, UCLA; CA USA
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2013.12023.x/fullpdf
Reference34 articles.
1. Insider trading in credit derivatives;Acharya;Journal of Financial Economics,2007
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3. Common factors in default risk across countries and industries;Aretz;European Financial Management,2013
4. Counterparty credit risk and the credit default swap market;Arora;Journal of Financial Economics,2012
5. Computation and analysis of multiple structural change models;Bai;Journal of Applied Econometrics,2003
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