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The determinants of CDS bid-ask spreads
Lei Meng; Ap Gwilym, Owain - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10003771461
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Volatility transmission among the CDS, equity, and bond markets
Lei Meng; Ap Gwilym, Owain; Varas, Jose - In: The journal of fixed income 18 (2008/09) 3, pp. 33-46
Persistent link: https://www.econbiz.de/10003808961
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Size clustering in the FTSE 100 index futures market
Ap Gwilym, Owain; Lei Meng - In: The journal of futures markets 30 (2010) 5, pp. 432-443
Persistent link: https://www.econbiz.de/10003962634
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A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng; Verousis, Thanos; Ap Gwilym, Owain - In: Journal of international financial markets, … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009726431
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Credit Default Swaps : theory and empirical evidence
Lei Meng; Ap Gwilym, Owain - In: The journal of fixed income 14 (2005) 4, pp. 17-28
Persistent link: https://www.econbiz.de/10002836079