Showing 1 - 10 of 70
Persistent link: https://www.econbiz.de/10011569703
Persistent link: https://www.econbiz.de/10010256178
Persistent link: https://www.econbiz.de/10001701698
We review different theoretical and empirical approaches for measuring the impact of liquidity on CDS prices. We start by reduced form models incorporating liquidity as an additional discount rate. We review Chen, Fabozzi and Sverdlove (2008) and Buhler and Trapp (2006, 2008), adopting different...
Persistent link: https://www.econbiz.de/10013133848
Persistent link: https://www.econbiz.de/10003729808
Persistent link: https://www.econbiz.de/10003765886
Persistent link: https://www.econbiz.de/10003771466
Persistent link: https://www.econbiz.de/10003338037
Persistent link: https://www.econbiz.de/10003835030
Persistent link: https://www.econbiz.de/10003818346