Are All Credit Default Swap Databases Equal?

European Financial Management

Volumn 20, Issue 4, 2014, Pages 677-713

  Mayordomo, Sergio ^a   Peña, Juan Ignacio ^b   Schwartz, Eduardo S ^c  

^a UNIVERSITY OF NAVARRA   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Credit default swap prices; Databases; Liquidity

Indexed keywords

EID: 84894371815     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2013.12023.x     Document Type: Article

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