What Explains Credit Default Swaps Bid-Ask Spread?
The pace at which the Credit default swaps (CDS) has been growing since its inception topped all projections. Despite the rapid growth, there is still room for enhancement of liquidity in the CDS market. Asymmetric information is another concern of investors in CDS market, however, some literature a...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/50 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1049&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |