Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

Journal of Finance

Volumn 66, Issue 1, 2011, Pages 203-240

  Bongaerts, Dion ^a   De Jong, Frank ^b   Driessen, Joost ^b  

^a ERASMUS UNIVERSITY   (Netherlands)

^b NETSPAR   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650979294     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2010.01630.x     Document Type: Article

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