ARE LIQUIDITY AND COUNTERPARTY RISK PRICED IN THE CREDIT DEFAULT SWAP MARKET?
| Year of publication: |
2011
|
|---|---|
| Authors: | Pu, Xiaoling ; Wang, Junbo ; Wu, Chunchi |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 20.2011, 4, p. 59-80
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