期刊A-substitution-effect-between-price-clustering-and-size-clustering-in-credit-default-swaps.pdfVIP

Int. Fin. Markets, Inst. and Money 24 (2013) 139–152 Contents lists available at SciVerse ScienceDirect Journal of International Financial Markets, Institutions Money journal homepage: /locate/intfin A substitution effect between price clustering and size clustering in credit default swaps a b,∗ b Lei Meng , Thanos Verousis , Ow