1096-9934/asset/cover.gif?v=1&s=127934b27fe5373f5a82393587f60fd7f50e7c6f "Journal of Futures Markets")
Initial work on this study was completed when the first author was a Visiting Professor at the Stern School, New York University. We are thankful to David Manzler, Lalatendu Misra, and seminar participants at the FMA meetings and University of Texas at San Antonio. This research was supported in part by a summer research grant by US Global Investors.
1096-9934/asset/FUT_centre.gif?v=1&s=b9403f6f72b62fa7e6ad26fdb5c3fed9e5ae0393)
Research Article
Types of liquidity and limits to arbitrage—the case of credit default swaps
Article first published online: 11 MAR 2011
DOI: 10.1002/fut.20518
© 2011 Wiley Periodicals, Inc.
Additional Information
How to Cite
Bhanot, K. and Guo, L. (2012), Types of liquidity and limits to arbitrage—the case of credit default swaps. J. Fut. Mark., 32: 301–329. doi: 10.1002/fut.20518
Publication History
- Issue published online: 13 FEB 2012
- Article first published online: 11 MAR 2011
- Manuscript Accepted: 27 JAN 2011
- Manuscript Received: 28 OCT 2010
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