The Determinants of CDS Bid-ask Spreads
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Cited by:
- Senay Agca & Volodymyr Babich & John R. Birge & Jing Wu, 2022.
"Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market,"
Management Science, INFORMS, vol. 68(9), pages 6506-6538, September.
- Senay Agca & Volodymyr Babich & John Birge & Jing Wu, 2021. "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Working Papers 2021-18, The George Washington University, Institute for International Economic Policy.
- Maximilian Jager & Frederick Zadow, 2023. "Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision," CRC TR 224 Discussion Paper Series crctr224_2023_445, University of Bonn and University of Mannheim, Germany.
- Łukasz Gątarek & Marcin Wojtowicz, 2015. "The relation between sovereign credit default swap premium and banking sector risk in Poland," NBP Working Papers 222, Narodowy Bank Polski.
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More about this item
Keywords
Credit default swaps; Liquidity; Bid-ask spreads; Components of bid-ask spreads;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-11-22 (Banking)
- NEP-FMK-2014-11-22 (Financial Markets)
- NEP-MST-2014-11-22 (Market Microstructure)
- NEP-MST-2015-04-25 (Market Microstructure)
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