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14-138/IV/ DSF82 - The Determinants of CDS Bid-ask Spreads

  • Author
    Marcin Wojtowicz, VU University Amsterdam, the Netherlands
  • Publication date
    October 20, 2014
  • Keywords
    Credit default swaps, Liquidity, Bid-ask spreads, Components of bid-ask spreads
  • JEL
    G10, G14, G19
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