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Realized volatility, liquidity, and corporate yield spreads

Rossi, Marco - In: The quarterly journal of finance 4 (2014) 1, pp. 1-42

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Measuring the financial soundness of U.S. firms, 1926-2012

Atkeson, Andrew; Eisfeldt, Andrea L.; Weill, Pierre-Olivier - In: Research in economics : an international review of economics 71 (2017) 3, pp. 613-635

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Liquidity shocks and the negative premium of liquidity volatility around the world

Feng, Frank Y.; Kang, Wenjin; Zhang, Huiping - In: Journal of international money and finance 139 (2023), pp. 1-20

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Information content and market liquidity in the fixed income market : evidence from the swaption market

Hattori, Takahiro - In: Finance research letters 45 (2022), pp. 1-5

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Stock price default boundary : a Black-Cox model approach

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How safe was the "safe haven"? : financial market liquidity during the 1998 turbulences

Upper, Christian - 2000

liquidity provision mechanism in many markets under severe strain. As part of the large-scale portfolio rebalancing that took … examines the liquidity of the secondary market for four German benchmark government bonds during this period. The analysis is … trading. The volatility of yields of the four bonds more than doubled in the wake of the Russian devaluation on August 17th …