Intra-Daily Variations in Volatility and Transaction Costs in the Credit Default Swap Market

2009 ◽  
Author(s):  
Andras Fulop ◽  
Laurence Lescourret
Keyword(s):  
Transaction Costs ◽  
Credit Default Swap ◽  
Daily Variations ◽  
Credit Default ◽  
Default Swap

Le marché des Credit Default Swap (CDS)

2009 ◽  
Vol 189 (3) ◽  
pp. 133-140
Author(s):  
Antoine Bouveret
Keyword(s):  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap

The signalling properties of the shape of the credit default swap term structure

2015 ◽  
Vol 17 (4) ◽  
pp. 71-99 ◽  
Author(s):  
Jenny Castellanos ◽  
Nick Constantinou ◽  
Wing Lon Ng
Keyword(s):  
Term Structure ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap
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