Realized Volatility, Liquidity, and Corporate Yield Spreads
Year of publication: |
2014
|
---|---|
Authors: | Rossi, Marco |
Published in: |
Quarterly Journal of Finance (QJF). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-1406. - Vol. 04.2014, 01, p. 1450004-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Credit risk | corporate bonds | TRACE | liquidity | friction model |
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