We would like to thank the Issue Editor, Sheridan Titman, Hong Yan (the discussant and referee), Tatsuyoshi Okimoto (Hitotsubashi University), Takayoshi Kitaoka (Meiji University), Kentaro Akashi (Gakushuin University), Hiroaki Yamauchi (MTEC), Masazumi Hattori (Bank of Japan), Toyoichiro Shirota (Bank of Japan), Robert Dekle (University of Southern California), Kaoru Hosono (Gakushuin University), Arito Ono (Mizuho Research Institute), Hirofumi Uchida (Kobe University), Iichiro Uesugi (Hitotsubashi University), Wako Watanabe (Keio University), and seminar participants at the Research Institute of Capital Formation, the Development Bank of Japan (RICF-DBJ), the Japan Society of Monetary Economics 2012 spring meeting, the Nippon Finance Association 2012 annual meeting, the Bank of Japan Institute of Monetary and Economic Studies Seminar, the Research Institute of Economy, Trade and Industry (RIETI), and International Review of Finance Conference on Japanese Financial Markets in Tokyo for helpful suggestion. S. Watanabe gratefully acknowledges financial support from Grant-in-Aid for Scientific Research no. 25380408, JSPS.
What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply†
Version of Record online: 20 MAR 2014
© 2014 International Review of Finance Ltd. 2014
International Review of Finance
Special Issue: Japanese Financial Markets: Corporate Finance, Institutions, and Investments
Volume 14, Issue 1, pages 1–28, March 2014
How to Cite
Miyakawa, D. and Watanabe, S. (2014), What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply. International Review of Finance, 14: 1–28. doi: 10.1111/irfi.12022
- Issue online: 20 MAR 2014
- Version of Record online: 20 MAR 2014
- Grant-in-Aid for Scientific Research. Grant Number: 25380408
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