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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

Informed bond trading, corporate yield spreads, and corporate default prediction

Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694

Persistent link: https://www.econbiz.de/10010347894

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

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