Narrow search
Showing 1 - 10 of 10,190
Cover Image
Volatility morphology of asset value and credit spread puzzle
Hu, Xiao; Tian, Xinming; Wang, Kuitai - In: International journal of financial engineering 8 (2021) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10012655039
Cover Image
The composition of CMBS risk
Christopoulos, Andreas D. - In: Journal of banking & finance 76 (2017), pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
Cover Image
Liquidity risk of corporate bond returns : conditional approach
Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386
Persistent link: https://www.econbiz.de/10010208670
Cover Image
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
Cover Image
Commonality in liquidity in the US corporate bond market
Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016
Persistent link: https://www.econbiz.de/10011733594
Cover Image
Investors’ valuation for asset liquidity and the corporate-treasury yield spread
Niestroj, Benjamin - In: International journal of economics and finance 6 (2014) 10, pp. 1-16
Persistent link: https://www.econbiz.de/10010421663
Cover Image
Liquidity and credit risks in the UK's financial crisis : how "quantitative easing" changed the relationship
Wong, Woon K.; Biefang-Frisancho Mariscal, Iris; Yao, Wanru - 2016
This paper investigates the relationship between credit and liquidity risk components in the UK interbank spread during … risk was a major factor in the widening of the spread and also caused a rise in liquidity risk. However, this relationship … central bank's liquidity provisions, we provide evidence that the QE operations were successful in reducing liquidity premia …
Persistent link: https://www.econbiz.de/10011688262
Cover Image
Liquidity and credit risks in the UK's financial crisis : how 'quantitative easing' changed the relationship
Wong, Woon K.; Biefang-Frisancho Mariscal, Iris; … - In: Applied economics 51 (2019) 3, pp. 278-287
Persistent link: https://www.econbiz.de/10012160500
Cover Image
Credit spreads, endogenous bankruptcy and liquidity risk
Fu, Jianping; Wang, Xingchun; Wang, Yongjin - In: Computational Management Science : CMS 9 (2012) 4, pp. 515-530
Persistent link: https://www.econbiz.de/10009657599
Cover Image
Bankruptcy regime change and credit risk premium on corporate bonds : evidence from the indian economy
Sengupta, Rajeswari; Vardhan, Harsh - 2023
Persistent link: https://www.econbiz.de/10013531305