Testing the anticipation effect in CDS spreads on credit rating changes: An event study in the CDS market

Additional Metadata
Keywords	Credit rating, Credit default swap
Thesis Advisor	Deborgies, L.D.M., Bode, B.
Persistent URL	hdl.handle.net/2105/26227
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Chamuleau, P.S.D. (2010, June 29). Testing the anticipation effect in CDS spreads on credit rating changes: An event study in the CDS market. Finance & Investments. Retrieved from http://hdl.handle.net/2105/26227

Testing the anticipation effect in CDS spreads on credit rating changes