• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Inequalities in Health and Healthcare
      • Research on Productivity, Trade, and Growth
      • Behavioral Macro and Complexity
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times

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