Time-varying credit risk and liquidity premia in bond and CDS markets
Year of publication: |
2009
|
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Authors: | Bühler, Wolfgang ; Trapp, Monika |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Anleihe | Credit Default Swap | Kreditrisiko | Marktliquidität | Rentenmarkt | Dekompositionsverfahren |
Series: | CFR working paper ; 09-13 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 616612656 [GVK] hdl:10419/41349 [Handle] RePEc:zbw:cfrwps:0913 [RePEc] |
Source: |
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