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Credit default swap spread, option-implied volatility, volatility risk premium, informed trading
File name: mafi.
Credit Spreads, Information Asymmetry, Corporate Governance
credit default swap; informed trading; earnings announcement; analyst forecast; buy/sell recommendation; rating downgrade
operational risk, financial institution, credit risk, corporate governance, executive compensation
Non-Markov; Gaussian Dynamic Term Structure Models; Excess Returns; International Bond Markets; Moving Averages; Forecasting
Investment Under Uncertainty, Real Options, Housing Price, Rent, China
Credit default swaps, firm investment, mergers and acquisitions, debt issuance, empty creditors
Chinese LGFV debt, chengtou bonds, implicit government guarantee, yield spread, city and provincial debt ratios
collateralized debt obligations, credit rating agencies, credit spread, rating shopping, rating catering
Gaussian Dynamic Term Structure Models, HJM, Finite Dimensional Realizations, Interest Rate Derivatives
Derivatives, Credit Derivatives Markets and Instruments, Modeling and Pricing Credit Derivatives, Options Markets and Instruments, Volatility Issues
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