Credit Default Swaps, Empty Creditors, and Informed Traders

信用违约掉期、空债权人和知情交易者

• 批准号: 21K01576
• 负责人: 文 敏鳴
• 金额: $ 2.5万
• 依托单位: Hitotsubashi University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2021
• 资助国家: 日本
• 起止时间: 2021-04-01 至 2024-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-21K01576/
• 关键词: credit default swaps; informed trading; empty creditor; inside information

One writing draft of the findings from this project has been completed and sent to academic conferences for presentation consideration.At current stage, having been derived from this project, a paper titled The Information Content in Credit Default Swap Trading and Simultaneous Bondholding: Evidence from Insurance Companies has been accepted for presentation at the 2023 European Conference on 7 - 9 June 2023 at Aalborg University in Aalborg, Denmark.

本研究成果的初稿已经完成，并已提交学术会议审议。现阶段，本研究成果已衍生出一篇名为《信用违约互换交易和同时持有债券的信息含量：来自保险公司的证据已被接受，将于2023年6月7日至9日在丹麦奥尔堡的奥尔堡大学举行的2023年欧洲会议上发表。

项目成果

University of Missouri-St. Louis,/North Dakoda University(米国)

密苏里大学圣路易斯分校/北达科达大学（美国）

CEO Optimism and the Use of Credit Default Swaps

CEO 的乐观情绪和信用违约掉期的使用

• 发表时间: 2022
• 作者: Nguyen Thanh Thi Phuong;Thai Hanh Minh;山本康裕;Takezawa naoya;Takayasu Ito;島成佳・小川隆一・佐川陽一・竹村 敏彦;Nguyen Thi Phuong Thanh;WEN Min-Ming
• 通讯作者: WEN Min-Ming