Data FL (2007) Intraday CDS bid and ask quotes + trades from GFI stamped down to a minute 3 US + 1 European entities January 2004 – December 2006 Each day = 5 time periods 5:30-7:30, 7:30-9:30, 9:30- 14:30, 14:30-16:30 and 16:30-5:30 NY GMT CFS (2007) Intraday CDS bid and ask quotes + trades from Creditex February 2000 – April information about the companies from FISD data set + bond information from TRACE data set reduced to one observation per day
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