The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress

Author: Mayordomo Sergio   Peña Juan Ignacio   Romo Juan  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.17, Iss.9-10, 2011-11, pp. : 851-881

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Abstract