NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Are all Credit Default Swap Databases Equal?

Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz

NBER Working Paper No. 16590
Issued in December 2010

---- Acknowledgements -----

This paper was partially drafted during the visit of Sergio Mayordomo to the Anderson School at UCLA. We acknowledge financial support from MCI grant ECO2009-12551. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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