%0 Journal Article %T CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers %A Lee, Jongsub %A Naranjo, Andy %A Sirmans, Stace %J The Review of Asset Pricing Studies %V 11 %N 2 %P 352-401 %@ 2045-9920 %D 2021-05-21 %I Oxford University Press %~ DeepDyve