Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
Year of publication: |
2013
|
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Authors: | Kalimipalli, Madhu ; Nayak, Subhankar ; Perez, M. Fabricio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 8, p. 2969-2990
|
Subject: | Bond liquidity | Equity volatility | Corporate bond spreads | Dynamic relationships | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | Zinsstruktur | Yield curve | Liquidität | Liquidity | Risikoprämie | Risk premium |
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