Coventry CV4 7AL
United Kingdom
Warwick Business School - University of Warwick
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Credit default swaps, CDS-bond basis, basis arbitrage, corporate bonds, financial crisis, limits of arbitrage, price convergence
Credit Default Swap, CDS-Bond Basis Arbitrage, Corporate Bond Returns, Basis Risk Factor, Financial Crisis, Funding Liquidity, Counterparty Risk, Limits-to-Arbitrage
Credit default swaps; Empty creditors; Cost of corporate debt; Corporate bond yields
commodity financialization, speculative spread trades, commodity futures term structure
Individual Investor Behavior, Stock Market Participation, Experiential Learning, Primacy Effect, Stock Market Re-entry Decision