A closed formula for illiquid corporate bonds and an application to the European market
Year of publication: |
2021
|
---|---|
Authors: | Baviera, Roberto ; Nassigh, Aldo ; Nastasi, Emanuele |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 71.2021, p. 1-20
|
Subject: | Corporate coupon bonds | Liquidity | Time-to-liquidate | Unternehmensanleihe | Corporate bond | EU-Staaten | EU countries | Liquidität | Anleihe | Bond | Europa | Europe | CAPM |
-
Defaults on European Dollar bonds
(1934)
-
Creditor rights, claims for enforcement, and bond performance in merger and acquisitions
Renneboog, Luc, (2017)
-
Creditor rights, claims enforcement, and bond performance in mergers and acquisitions
Renneboog, Luc, (2017)
- More ...
-
Implementing VaR by historical simulation
Nassigh, Aldo, (2002)
-
Bond-CDS Implied Rating Systems
Colozza, Tommaso, (2020)
-
Pricing commodity swing options
Daluiso, Roberto, (2020)
- More ...