Essays on the information role of credit default swaps
Chapter 1: Credit Default Swaps Pricing Errors and Related Stock Returns This article investigates the impacts of Credit Default Swaps (CDS) pricing errors on related stock returns. Using a parsimonious CDS valuation model, which produces an above average adjusted R2 of 90%, I find that its pricing...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2018
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/190 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1190&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |
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