Making sense of the mess : do CDS's help?
In a firm level matched sample of 499 firms we examine the information flow between stocks and the credit default swap (CDSs) over a period of January 2004 to December 2008. Our study confirms the general findings of previous studies that the information generally flows from equity market to CDS mar...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en |
| Published: |
University of Saskatchewan
2010
|
| Subjects: | |
| Online Access: | http://library.usask.ca/theses/available/etd-04082010-103054/ |