Credit spreads, endogenous bankruptcy and liquidity risk
Year of publication: |
2012
|
---|---|
Authors: | Fu, Jianping ; Wang, Xingchun ; Wang, Yongjin |
Published in: |
Computational Management Science. - Springer. - Vol. 9.2012, 4, p. 515-530
|
Publisher: |
Springer |
Subject: | Liquidity risk | Credit risk | Credit spreads | Endogenous bankruptcy |
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