Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market

Yaqing Xiao, Hongjun Yan, Jinfan Zhang

Research output: Working paper

Original languageAmerican English
StatePublished - Apr 26 2019

Keywords

  • Macro Information
  • Sovereign CDS
  • Predictability
  • Limits to Arbitrage

Disciplines

  • Business

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