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<blockquote data-quote="Dinh Huy Vu" data-source="post: 136207" data-attributes="member: 26888"><p>Hi everybody,</p><p></p><p>I am trying to replicate an empirical paper about CDS and am looking for data. </p><p></p><p>I need all publicly traded US Companies for which there are 5y-CDS-data (only senior debt), that means I need the Company name, an identifier: CUSIP 6 (and 8 if possible, otherwise I found a page where to convert), 5y-CDS-Ticker (which I can use to get the daily mid-spreads), (S&P) Rating, the SIC-Code and the GVKEY.</p><p>=> from 1 January 2003 - latest possible date (I read that Reuters have problems to provide CDS-Data after July 2010...)</p><p></p><p>I have access to Datastream and Bloomberg (although I have never worked with Datastream before...)</p><p></p><p>[I need this information to match it with further data, my control variables: Book Value of Debt, Market Value of Equity, 1y-treasury Bill, 10y-treasury Bill, daily holding period stock returns, number of outstanding shares, CRSP equally-weighted index returns.]</p><p></p><p>I guess it will turn out around 600-700 firms...</p><p></p><p>thank you very much!</p><p></p><p>edit:</p><p></p><p>as my university does NOT have a CMA license, I cannot obtain CDS Data. Is there anyone who could help me with that? I need these data for all U.S. Companies... :/</p><p></p><p>thank you</p></blockquote><p></p>
[QUOTE="Dinh Huy Vu, post: 136207, member: 26888"] Hi everybody, I am trying to replicate an empirical paper about CDS and am looking for data. I need all publicly traded US Companies for which there are 5y-CDS-data (only senior debt), that means I need the Company name, an identifier: CUSIP 6 (and 8 if possible, otherwise I found a page where to convert), 5y-CDS-Ticker (which I can use to get the daily mid-spreads), (S&P) Rating, the SIC-Code and the GVKEY. => from 1 January 2003 - latest possible date (I read that Reuters have problems to provide CDS-Data after July 2010...) I have access to Datastream and Bloomberg (although I have never worked with Datastream before...) [I need this information to match it with further data, my control variables: Book Value of Debt, Market Value of Equity, 1y-treasury Bill, 10y-treasury Bill, daily holding period stock returns, number of outstanding shares, CRSP equally-weighted index returns.] I guess it will turn out around 600-700 firms... thank you very much! edit: as my university does NOT have a CMA license, I cannot obtain CDS Data. Is there anyone who could help me with that? I need these data for all U.S. Companies... :/ thank you [/QUOTE]
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