Do CDS spreads move with commonality in liquidity?
Christian Meine, Hendrik Supper, Gregor N. F. Weiß
| Year of publication: |
October 2015
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| Authors: | Meine, Christian ; Supper, Hendrik ; Weiß, Gregor |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 18.2015, 3, p. 225-261
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| Subject: | Credit default swaps | Liquidity commonality | Liquidity risk | Kreditderivat | Credit derivative | Liquidität | Liquidity | Marktliquidität | Market liquidity | Kreditrisiko | Credit risk | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Risikoprämie | Risk premium | Wertpapierhandel | Securities trading | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-015-9110-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011477302