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A substitution effect between price clustering and size clustering in credit default swaps

Lookup NU author(s): Dr Thanos Verousis

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Publication metadata

Author(s): Meng L, Verousis T, ap Gwilym O

Publication type: Article

Publication status: Published

Journal: Journal of International Financial Markets, Institutions & Money

Year: 2013

Volume: 24

Issue: 13

Pages: 139-152

Print publication date: 01/04/2013

Online publication date: 08/12/2012

ISSN (print): 1042-4431

ISSN (electronic): 1873-0612

Publisher: Elsevier

URL: http://dx.doi.org/10.1016/j.intfin.2012.11.011

DOI: 10.1016/j.intfin.2012.11.011

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