Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Kei-Ichiro Inaba
| Year of publication: |
2018
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|---|---|
| Authors: | Inaba, Kei-Ichiro |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 54.2018, 1, p. 111-143
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| Subject: | Credit default swap | Liquidity and asset pricing | Credit risk pricing | Price discovery | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Japan | Liquidität | Liquidity | Insolvenz | Insolvency | Derivat | Derivative | CAPM | Unternehmensanleihe | Corporate bond | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10693-016-0241-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012024963