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How liquid is the CDS market?∗ Andras Fulop Laurence Lescourret ESSEC and CREST
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Document Date: 2012-10-04 09:19:53

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City

Cergy-Pontoise / London / New York / /

Company

Depository Trust / GMAC / European CDS France Telecom / Ford / Sears Acceptance / Bloomberg / CDS / GFI / London Stock Exchange / Reuters / France Telecom / Clearing Corporation / /

Continent

Europe / /

Country

France / United States / /

Currency

USD / cent / /

/

Event

Funding / /

IndustryTerm

by-product / Retail and institutional investors / interdealer brokerage / bank dealers / search costs / post-trade infrastructure / inter-dealer broker / inventory management tools / interdealer broker / electronic network / /

MarketIndex

NASDAQ 100 / /

Organization

International Swaps and Derivatives Association / European Union / US Treasury / /

Person

Wang / Cai / Andras Fulop Laurence Lescourret / Huang / /

Position

investigator / representative US names / major interdealer broker / leading broker / broker / interdealer broker / collect and post dealer / dealer / latent variable model for our data / /

PublishedMedium

am New York / /

Technology

Monte Carlo EM algorithm / simulation / /

SocialTag