Why is Price Discovery in Credit Default Swap Markets News-Specific?

I. Marsch and Wolf Wagner ()

No 2012-006, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: price discovery; CDS; hedging demand; informational asymmetries (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (17)

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Working Paper: Why is Price Discovery in Credit Default Swap Markets News-Specific? (2012)
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