Mispricing and Arbitrage in CDS Auctions
Authors:
- Sudip GuptaSGSudip Gupta
- Rangarajan K. SundaramRSRangarajan K. Sundaram
- V. AcharyaVAV. Acharya
- L. PedersenLPL. Pedersen
- Y. AmihudYAY. Amihud
- J. BaoJBJ. Bao
- J. PanJPJ. Pan
- J. WangJWJ. Wang
- M. BrunnermeierMBM. Brunnermeier
- M. ChernovMCM. Chernov
- A.S. GorbenkoAGA.S. Gorbenko
- I. MakarovIMI. Makarov
- 31 May 2015
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 22 (4) , 79-91
Abstract
No abstract availableKeywords
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