Pelizzon, Loriana; Sartore, Domenico - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 565-585
This paper investigates the key role played by different factors, such as the use of Asset Backed Commercial Paper as collaterals in the short-term debt market, credit risk and the injection of liquidity by Central Banks through so-called unconventional measures, on the persistent spread during...