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