Liquidity and CDS premiums on European companies around the subprime crisis

DOI10.1007/S11147-012-9076-YzbMath1256.91064OpenAlexW1988287199MaRDI QIDQ1937844

Christophe Majois, Clothilde Lesplingart, Mikael Petitjean

Publication date: 1 February 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-012-9076-y

zbMATH Keywords

liquidityCDSsubprime crisis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Derivative securities (option pricing, hedging, etc.) (91G20)

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