Cross-market liquidity and dealer profitability : evidence from the bond and CDS markets
Year of publication: |
2020
|
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Authors: | Aramonte, Sirio ; Szerszeń, Paweł J. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 51.2020, p. 1-22
|
Subject: | Bonds | Credit default swaps | Liquidity provision | Dealer profitability | Kreditderivat | Credit derivative | Liquidität | Liquidity | Rentenmarkt | Bond market | Rentabilität | Profitability | Marktliquidität | Market liquidity | Gewinn | Profit | Kreditrisiko | Credit risk | Anleihe | Bond | Schätzung | Estimation | Betriebliche Liquidität | Corporate liquidity | Börsenmakler | Stockbrokers | Unternehmensanleihe | Corporate bond |
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