Open AccessThe Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
Author(s) -
Lamia Bekkour,
Thorsten Lehnert,
Maria Chiara Amadori
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2080052
Subject(s) - credit default swap , itraxx , business , credit derivative , credit default swap index , loss given default , synthetic cdo , credit risk , financial system , monetary economics , financial economics , economics , actuarial science , credit valuation adjustment , capital requirement , credit reference , microeconomics , incentive
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