On the compensation for illiquidity in sovereign credit markets
Year of publication: |
2014-10
|
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Authors: | Groba, Jonatan ; Lafuente, Juan Ángel ; Serrano, Pedro |
Institutions: | Departamento de Economía de la Empresa, Universidad Carlos III de Madrid |
Subject: | Credit default swap | Illiquidity | Default | Risk premium |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; F30 - International Finance. General |
Source: |
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