Bond illiquidity and excess volatility
Year of publication: |
2013
|
---|---|
Authors: | Bao, Jack ; Pan, Jun |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 12, p. 3068-3103
|
Subject: | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | Kreditderivat | Credit derivative | Kapitaleinkommen | Capital income | Insolvenz | Insolvency | USA | United States | 2003-2010 |
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