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12-033/IV - Why is Price Discovery in Credit Default Swap Markets News-Specific?


  • Authors
    Ian W. Marsh, Cass Business School; Wolf Wagner, Tilburg University, and Duisenberg school of finance
  • Publication date
    April 2, 2012
  • Keywords
    price discovery, hedging demand, CDS markets, equity markets
  • JEL
    G1, G12, G14