Limited Arbitrage between Equity and Credit Markets

By Nikunj Kapadia, Xiaoling Pu. 2012

156 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ab5bc2c1bc75a9923f4a3e583eb79c359399b0e0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sarah Qian Wang
2. Patrick Augustin
3. Marti G. Subrahmanyam
4. D. Tang

In Finance

1. Sarah Qian Wang
2. Patrick Augustin
3. Marti G. Subrahmanyam
4. D. Tang

Citations in the corpus

• Credit Default Swaps: A Survey (2014, background): “Kapadia and Pu [2012] also explain the lack of integration between the CDS and equity markets through a “limits-to-arbitrage” argument.”
• Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets (2015, unknown): “6 This source of data is also used by Han and Zhou (2008), Acharya, Schaefer, and Zhang (2015), and Kapadia and Pu (2012).”