Yaqing Xiao

Rutgers University

94 Rockafeller Road

New Brunswick, NJ 08901

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

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

Number of pages: 57 Posted: 13 Feb 2017 Last Revised: 29 Apr 2019
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Rutgers University, DePaul University and International Monetary Fund
Downloads 212 (141,957)

Abstract:

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Macro Information, Sovereign CDS, Predictability, Limits to Arbitrage

2.

Under-reaction in the Sovereign CDS Market

Number of pages: 37 Posted: 14 May 2019
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Rutgers University, DePaul University and International Monetary Fund
Downloads 25 (484,374)

Abstract:

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Underreaction, Macro information, Sovereign CDS, Predictability, Limits to arbitrage