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Aggregate default and illiquidity of credit default swap spreads
Armen Arakelyan
Department of Finance, University College for Financial Studies (CUNEF), c/ Serrano Anguita 8, 28004 Madrid, Spain
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| 2024 July | 29 | 5 | 34 |
| 2024 June | 29 | 6 | 35 |
| 2024 May | 31 | 14 | 45 |
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| 2024 March | 49 | 9 | 58 |
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| 2023 December | 55 | 16 | 71 |
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| 2023 June | 43 | 3 | 46 |
| 2023 May | 46 | 3 | 49 |
| 2023 April | 69 | 2 | 71 |
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| 2022 December | 71 | 7 | 78 |
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| 2022 January | 62 | 8 | 70 |
| 2021 December | 39 | 10 | 49 |
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| 2021 October | 50 | 10 | 60 |
| 2021 September | 38 | 19 | 57 |
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| 2021 June | 41 | 13 | 54 |
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| 2020 December | 63 | 13 | 76 |
| 2020 November | 59 | 16 | 75 |
| 2020 October | 55 | 9 | 64 |
| 2020 September | 43 | 11 | 54 |
| 2020 August | 47 | 2 | 49 |
| 2020 July | 38 | 1 | 39 |
| 2020 June | 39 | 2 | 41 |
| 2020 May | 50 | 7 | 57 |
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| 2019 December | 80 | 19 | 99 |
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