The determinants of CDS Bid-Ask Spreads

L. Meng and Owain ap Gwilym
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L. Meng: LEM - Lille - Economie et Management - Université de Lille, Sciences et Technologies - CNRS - Centre National de la Recherche Scientifique

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Date: 2008
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Published in Journal of Derivatives, 2008, 16 (1), pp.70-80. ⟨10.3905/jod.2008.710898⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00487025

DOI: 10.3905/jod.2008.710898

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