Endogenous liquidity in credit derivatives
Year of publication: |
2012
|
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Authors: | Qiu, Jiaping ; Yu, Fan |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 103.2012, 3, p. 611-631
|
Publisher: |
Elsevier |
Subject: | Credit derivatives | Dealers | Liquidity provision | Informed trading |
Type of publication: | Article |
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Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G28 - Government Policy and Regulation ; D82 - Asymmetric and Private Information |
Source: |
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