Click the View full text link to bypass dynamically loaded article content. View full text. AbstractCredit default swaps (CDS) are similar to out-of-the-money put options in that both offer a low cost and effective protection against downside risk. This study investigates whether put option-implied volatility is an important determinant of CDS spreads. Using a large sample of firms with both1 ExperienceMore than 45 years of information on corporate capital changes in the US s p 500 put option obligor Canada.
Detailed data on more than 2 million financial instruments and their issues. 1000-2000 new identifiers created each day. Learn More. Up to different data elements are analyzed to uniquely classify each instrument. The result. Direct web and FTP links with pipe-delimited or XML data feeds. APIs with intra-day, daily and weekly updates.
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