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This file provides the matching for the baseline sample in Martin Oehmke and Adam Zawadowski "The Anatomy of the CDS Market", Review of Financial Studies (2016)
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The dataset includes US parent companies rated by S&P that have a CDS market, see the exact description in the paper. The primary identifier is gvkey.
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The tab "CDS matching" provides the correspondence between Compustat, FISD Mergent, CRSP, DTCC, Markit
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The tab "bond matching" provides the bond issues taken into account for each company
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Please note that the matching was done for the specific time period analyzed in the paper: Oct 2008 - Dec 2012.
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