ILLIQUIDITY OR CREDIT DETERIORATION: A STUDY OF LIQUIDITY IN THE US CORPORATE BOND MARKET DURING FINANCIAL CRISES
Authors: | Friewald, Nils ; Jankowitsch, Rainer ; Subrahmanyam, Marti G. |
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Published in: | |
Subject: | Risk Management | Sovereign Risk | Systemic Risk | Liquidity | Credit Risk | Equity Risk Premium | Enterprise Risk Management |
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