Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data
Year of publication: |
September 2015
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Authors: | Han, Song ; Zhou, Hao |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 6.2016, 3, p. 1-49
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Subject: | Corporate bond yield spreads | credit default swaps | liquidity | CDS-bondbasis | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Marktliquidität | Market liquidity | Liquidität | Liquidity | Kapitaleinkommen | Capital income |
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