The authors thank the editor, two anonymous referees, as well as participants at the Financial Management Association 2007 Meeting and the Imperial College Financial Econometrics Conference for valuable comments. We are also grateful to Carefin Research Centre for financial support.
Market and Model Credit Default Swap Spreads: Mind the Gap!
Article first published online: 4 SEP 2009
© 2009 Blackwell Publishing Ltd
European Financial Management
Volume 17, Issue 4, pages 655–678, September 2011
How to Cite
Bedendo, M., Cathcart, L. and El-Jahel, L. (2011), Market and Model Credit Default Swap Spreads: Mind the Gap!. European Financial Management, 17: 655–678. doi: 10.1111/j.1468-036X.2009.00516.x
- Issue published online: 4 SEP 2009
- Article first published online: 4 SEP 2009
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