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Conference Proceedings (2008), EFA 2008 ATHENS Proceedings, SSRN

How liquid is the CDS market?

LESCOURRET Laurence , FULOP Andras

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LESCOURRET, L. and FULOP, A. (2008). How liquid is the CDS market? In: EFA 2008 ATHENS Proceedings. SSRN.

Keywords : #Coût-de-transaction, #Dérivés-de-crédit, #Liquidité, #Marché-interdealer