Open AccessThe Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress
Author(s) -
Juan Ignacio Peña,
Juan Romo,
Sergio Mayordomo
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3400574
Subject(s) - market liquidity , price discovery , financial distress , business , financial market , financial system , process (computing) , monetary economics , economics , finance , computer science , futures contract , operating system
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