Biases in CDS spreads after the CDS big bang

Xinjie Wang; Hongjun Yan; Zhaodong Zhong

doi:10.3905/jfi.2020.1.095

Biases in CDS spreads after the CDS big bang

Xinjie Wang
, Hongjun Yan
, Zhaodong Zhong

Driehaus College of Business and Kellstadt Graduate School of Business

Southern University of Science and Technology (SUSTech)
Rutgers University – New Brunswick

Research output: Contribution to journal › Review article › peer-review

Original language	English
Pages (from-to)	71-80
Number of pages	10
Journal	Journal of Fixed Income
Volume	30
Issue number	1
DOIs	https://doi.org/10.3905/jfi.2020.1.095
State	Published - Jun 2020

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

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title = "Biases in CDS spreads after the CDS big bang",

author = "Xinjie Wang and Hongjun Yan and Zhaodong Zhong",

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year = "2020",

month = jun,

doi = "10.3905/jfi.2020.1.095",

language = "English",

volume = "30",

pages = "71--80",

journal = "Journal of Fixed Income",

issn = "1059-8596",

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AU - Wang, Xinjie

AU - Yan, Hongjun

AU - Zhong, Zhaodong

PY - 2020/6

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DO - 10.3905/jfi.2020.1.095

M3 - Review article

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VL - 30

SP - 71

EP - 80

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 1

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Biases in CDS spreads after the CDS big bang

ASJC Scopus Subject Areas

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