This paper was partially drafted during the visit of Sergio Mayordomo to the Anderson School at UCLA. We acknowledge financial support from MCI grant ECO2009-12551. We are very grateful to an anonymous referee for many helpful comments and to the editor John Doukas for very useful suggestions. Moreover, the paper has benefitted from comments by Rodolfo Campos, Teresa Corzo, Lars Norden, Yves Nosbusch, J. Pedro Nunes, Jose Penalva, Maria Rodriguez-Moreno, Christina Wang, and other participants in the IX INFINITI Conference, 2011 IFABS Conference, XIX Foro de Finanzas (Spanish Finance Association), University of Valencia seminar, and 2012 EFMA Conference (Barcelona) for useful comments. Correspondence: Sergio Mayordomo.
Are All Credit Default Swap Databases Equal?
Version of Record online: 24 JUN 2013
© 2013 John Wiley & Sons Ltd
European Financial Management
Volume 20, Issue 4, pages 677–713, September 2014
How to Cite
Mayordomo, S., Peña, J. I. and Schwartz, E. S. (2014), Are All Credit Default Swap Databases Equal?. European Financial Management, 20: 677–713. doi: 10.1111/j.1468-036X.2013.12023.x
- Issue online: 15 SEP 2014
- Version of Record online: 24 JUN 2013
- MCI. Grant Number: ECO2009-12551
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