Price discovery in the CDS market: the informational role of equity short interest
Crossref DOI link: https://doi.org/10.1007/s11142-016-9364-0
Published Online: 2016-06-22
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Griffin, Paul A.
Hong, Hyun A.
Kim, Jeong-Bon
Funding for this research was provided by:
GRF grant of the Hong Kong SAR government (Project No. 144511)
License valid from 2016-06-22