The CDS-bond basis: negativity persistence and limits to arbitrage
S Guesmi, R Ben-Abdallah, M Breton… - Available at SSRN …, 2019 - papers.ssrn.com
We reinvestigate the CDS-bond basis negativity puzzle after the financial crisis. This puzzle
is defined as the unexpected persistence of the dislocation between bond and derivative …
is defined as the unexpected persistence of the dislocation between bond and derivative …
Corporate Bond Liquidity and Investor Sentiment
D Dixon - 2021 - search.proquest.com
I evaluate the effect of firm-level investor sentiment derived from Twitter feed and news
stories on a firm's bond liquidity. I employ an ordinary least squares regression to examine …
stories on a firm's bond liquidity. I employ an ordinary least squares regression to examine …
[PDF][PDF] Essays on the CDS-bond Basis
S Guesmi - 2019 - chairegestiondesrisques.hec.ca
This thesis deals with the difference between the corporate bond spread and its related
Credit Default Swap (CDS) premium, defined as the CDS-bond basis. The first essay …
Credit Default Swap (CDS) premium, defined as the CDS-bond basis. The first essay …
[CITATION][C] Intra-Industry Effects of Bankruptcy: Evidence from the Corporate Bond Market
P DaDalt, M Woodley