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Finding and using financial data at Princeton University

Markit* Major source for credit default swap data.  Earliest data tends to be around 2001.  Includes indices and constituents. Requires user to validate through password (undergraduates request a research assistant account & list your adviser as your faculty member).
Datastream International* Data is supplied by Credit Market Analysis up to 9/30/10. After that data is from Thomson. To match on Datastream CMA CDSs (which end in Datastream on 9/30/10) to Thomson Reuters CDSs (which go past 9/30/10), see the DSS site.  Also has credit default swap indexes too. However, these are not continuous (not "on the run") & only the CDS industry indexes are available after 9/30/10. Available in Firestone Library A Floor - RIS Suite & Stokes Library.
Bloomberg* Type CDSD and hit [GO].  Also has many of the major credit default swap (CDS) indexes. These are continuous ( "on the run"). Type CDXI [GO] Firestone Library -- A Floor - RIS Suite; 003 Sherrerd and 123 Sherrerd


*Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.

Bobbi Coffey and Bobray Bordelon