Essays on the informational efficiency of credit default swaps
This thesis contributes to the strand of the financial literature on credit derivatives, in particular the credit default swaps (CDS) market. We present four inter-connected studies addressing CDS market efficiency, price discovery, informed trading and the systemic nature of the CDS market. The fir...
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| Formato: | doctoralThesis |
| Idioma: | eng |
| Publicado em: |
2017
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| Texto completo: | http://hdl.handle.net/10174/21092 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/21092 |