Credit default swaps, fire-sale risk, and the liquidity provision in the bond market
Year of publication: |
2024
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Authors: | Massa, Massimo ; Zhang, Lei |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 59.2024, 4, p. 1963-1996
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Subject: | Kreditderivat | Credit derivative | Liquidität | Liquidity | Rentenmarkt | Bond market | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Swap | Risiko | Risk |
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