Search results
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Title
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THREE ESSAYS ON REIT CDS AND EQUITY RETURNS
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Author
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Shang, Ke
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Date Created
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2019
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Subjects--Topical
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Finance
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Description
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The first paper ("An Analysis of REIT Credit Default Swap Pricing") first devise a closed-form solution of a non-arbitrage pricing model with observable factors in the default hazard rate to value Credit Default Swap (CDS). Then, I conduct panel r...