@article{310c1de15e2b4608a311be8cebac1e77,
title = "Under-reaction in the Sovereign CDS Market",
keywords = "Underreaction, 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, Under-reaction in the Sovereign CDS Market (April 15, 2019). Available at SSRN: https://ssrn.com/abstract=3372551 or http://dx.doi.org/10.2139/ssrn.3372551",
year = "2019",
month = apr,
day = "15",
language = "American English",
journal = "Journal of Banking and Finance",
}