Corporate Yield Spreads : Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
Year of publication: |
April 2004
|
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Authors: | Longstaff, Francis A. |
Other Persons: | Neis, Eric (contributor) ; Mithal, Sanjay (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Swap | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Insolvenz | Insolvency | Liquidität | Liquidity |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w10418 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w10418 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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