Corporate credit default swap liquidity and its implications for corporate bond spreads
Year of publication: |
2010
|
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Authors: | Chen, Ren-Raw ; Fabozzi, Frank J. ; Sverdlove, Ronald |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 20.2010/11, 2, p. 31-57
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Subject: | Unternehmensanleihe | Corporate bond | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Insolvenz | Insolvency | Betriebliche Liquidität | Corporate liquidity |
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