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Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui; Cui, Rui; He, Zhiguo; Milbradt, Konstantin - In: The review of financial studies 31 (2018) 3, pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
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Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo; Khorrami, Paymon; Song, Zhaogang - In: The review of financial studies 35 (2022) 10, pp. 4630-4673
Persistent link: https://www.econbiz.de/10013400131