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Trolle, Anders Bjerre, Copenhagen Business School

01-12-2021
Level 1 2021 Copenhagen Business School

Market Structure and Transaction Costs of Index CDSs

Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle (2020) Market Structure and Transaction Costs of Index CDSs. Journal of Finance, 75, 2719-2763. 

DOI: https://onlinelibrary.wiley.com/doi/10.1111/jofi.12953