Do CDS spreads move with commonality in liquidity?
Crossref DOI link: https://doi.org/10.1007/s11147-015-9110-y
Published Online: 2015-04-26
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Meine, Christian
Supper, Hendrik
Weiß, Gregor N. F.
Funding for this research was provided by:
Deutsche Forschungsgemeinschaft (INST 212/319-1)
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