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Do CDS spreads move with commonality in liquidity?
Meine, Christian; Supper, Hendrik; Weiß, Gregor - In: Review of derivatives research 18 (2015) 3, pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
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Investor diversity and liquidity in the secondary loan market
Santos, João A. C.; Shao, Pei - In: Journal of financial services research 63 (2023) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10014258864
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Market microstructure, banks' behaviour and interbank spreads : evidence after the crisis
Kapar, Burcu; Iori, Giulia; Gabbi, Giampaolo; Germano, Guido - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 283-331
Persistent link: https://www.econbiz.de/10012226919
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The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
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What drives the liquidity of sovereign bonds when markets are under stress? : an assessment of the new Basel 3 rules on bank liquid assets
Petrella, Giovanni; Resti, Andrea - In: Journal of financial stability 33 (2017), pp. 297-310
Persistent link: https://www.econbiz.de/10011877761
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How much can illiquidity affect corporate debt yield spread?
Abudy, Menachem; Raviv, Alon - In: Journal of financial stability 25 (2016), pp. 58-69
Persistent link: https://www.econbiz.de/10011704784
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Illiquidity in sovereign debt markets
Passadore, Juan; Xu, Yu - In: Journal of international economics 137 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013439995
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Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
Gómez Puig, Marta; Pieterse-Bloem, Mary; … - In: Journal of multinational financial management 68 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014424768
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The determinants of CDS bid-ask spreads
Wojtowicz, Marcin - 2014
surprises, which suggests that private information does not hinder CDS liquidity. …
Persistent link: https://www.econbiz.de/10010415519
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True cost of immediacy
Hendershott, Terrence; Li, Dan; Livdan, Dmitry; … - 2020
Traditional liquidity measures can provide a false impression of the liquidity and stability of financial market … show that a standard measure of liquidity, the effective bid-ask spread, dramatically underestimates the true cost of …
Persistent link: https://www.econbiz.de/10012271211