Are liquidity and counterparty risk priced in the credit default swap market?

Xiaoling Pu
, Junbo Wang
, Chuncchi Wu

Finance

University at Buffalo

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Original language	English
Pages (from-to)	59-79
Number of pages	21
Journal	Journal of Fixed Income
Volume	20
Issue number	4
DOIs	https://doi.org/10.3905/jfi.2011.20.4.059
State	Published - Mar 2011

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10.3905/jfi.2011.20.4.059

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Cite this

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title = "Are liquidity and counterparty risk priced in the credit default swap market?",

author = "Xiaoling Pu and Junbo Wang and Chuncchi Wu",

year = "2011",

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journal = "Journal of Fixed Income",

issn = "1059-8596",

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AU - Pu, Xiaoling

AU - Wang, Junbo

AU - Wu, Chuncchi

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