The determinants of CDS bid-ask spreads.

Research output: Contribution to journal › Article › peer-review

Keywords

@article{a815a9c5e93e463c9dcd9d784700665e,

title = "The determinants of CDS bid-ask spreads.",

keywords = "BUSINESS, FINANCE",

author = "\{ap Gwilym\}, O.M. and L. Meng and \{Ap Gwilym\}, O.",

year = "2008",

month = oct,

day = "1",

doi = "10.3905/jod.2008.710898",

language = "English",

volume = "16",

pages = "70--80",

journal = "Journal of Derivatives",

issn = "1074-1240",

publisher = "Portfolio Management Research",

number = "1",

}