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

Yaqing Xiao; Hongjun Yan; Jinfan Zhang

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

Yaqing Xiao
, Hongjun Yan
, Jinfan Zhang

Driehaus College of Business and Kellstadt Graduate School of Business

Rutgers University
DePaul University
International Monetary Fund

Research output: Working paper

Original language	American English
State	Published - Apr 26 2019

Keywords

Macro Information
Sovereign CDS
Predictability
Limits to Arbitrage

Disciplines

Business

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Global Perspective or Local Knowledge The Macro-Information in tFinal published version, 939 KBLicense: Unspecified

Cite this

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title = "Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market",

keywords = "Macro Information, Sovereign CDS, Predictability, Limits to Arbitrage",

author = "Yaqing Xiao and Hongjun Yan and Jinfan Zhang",

note = "Xiao, Yaqing and Yan, Hongjun and Zhang, Jinfan, Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market (April 26, 2019). Available at SSRN: https://ssrn.com/abstract=2915883 or http://dx.doi.org/10.2139/ssrn.2915883",

year = "2019",

month = apr,

day = "26",

language = "American English",

type = "WorkingPaper",

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TY - UNPB

T1 - Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market

AU - Xiao, Yaqing

AU - Yan, Hongjun

AU - Zhang, Jinfan

N1 - Xiao, Yaqing and Yan, Hongjun and Zhang, Jinfan, Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market (April 26, 2019). Available at SSRN: https://ssrn.com/abstract=2915883 or http://dx.doi.org/10.2139/ssrn.2915883

PY - 2019/4/26

Y1 - 2019/4/26

KW - Macro Information

KW - Sovereign CDS

KW - Predictability

KW - Limits to Arbitrage

UR - https://via.library.depaul.edu/buspubs/133

M3 - Working paper

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

ER -

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

Keywords

Disciplines

Access to Document

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