Quantifying liquidity and default risks of corporate bonds over the business cycle
Hui Chen, Rui Cui, Zhiguo He, Konstantin Milbradt
| Year of publication: |
March 2018
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|---|---|
| Authors: | Chen, Hui ; Cui, Rui ; He, Zhiguo ; Milbradt, Konstantin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 3, p. 852-897
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| Subject: | Unternehmensanleihe | Corporate bond | Börsenkurs | Share price | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Marktliquidität | Market liquidity | Kreditderivat | Credit derivative | Geld-Brief-Spanne | Bid-ask spread | Konjunktur | Business cycle | Schätzung | Estimation | USA | United States | 1994-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhx107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925272