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47
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44
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44
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44
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43
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41
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41
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41
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40
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40
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39
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37
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113
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110
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1
The default and
liquidity
premia of corporate bonds : evidence from the trade reporting and compliance engine
Ahn, Yongkil
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1271-1276
Persistent link: https://www.econbiz.de/10012609650
Saved in:
2
Sovereign credit default swap premia
Augustin, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 65-102
Persistent link: https://www.econbiz.de/10010388906
Saved in:
3
Term structure estimation with
liquidity
-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
Saved in:
4
Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui
;
Xu, Yu
;
Yang, Jun
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
Saved in:
5
Optimal hedging of funding
liquidity
risk
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 85-111
Persistent link: https://www.econbiz.de/10013262925
Saved in:
6
Corporate bond yields and returns : a survey
Heck, Stephanie
- In:
Financial markets and portfolio management
36
(
2022
)
2
,
pp. 179-201
Persistent link: https://www.econbiz.de/10013263537
Saved in:
7
Default probabilities of privately held firms
Duan, Jin-Chuan
;
Kim, Baeho
;
Kim, Woojin
;
Shin, Donghwa
- In:
Journal of banking & finance
94
(
2018
),
pp. 235-250
Persistent link: https://www.econbiz.de/10011966607
Saved in:
8
Commodities momentum : a behavioral perspective
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
72
(
2016
),
pp. 133-150
Persistent link: https://www.econbiz.de/10011635502
Saved in:
9
On illiquidity of an emerging sovereign bond market
Karahan, Cenk C.
;
Soykök, Emre
- In:
Economic systems
47
(
2023
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014317573
Saved in:
10
Rippling effect of
liquidity
risk in the sovereign term structure
Anthony, Rintu
;
Prasanna, Krishna
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10014338634
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