A substitution effect between price clustering and size clustering in credit default swaps
| Year of publication: |
2013
|
|---|---|
| Authors: | Meng, Lei ; Verousis, Thanos ; ap Gwilym, Owain |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 24.2013, p. 139-152
|