The Impact of Liquidity on Senior Credit Spreads During the Subprime Crisis
Author:
Publisher
Elsevier BV
Reference54 articles.
1. The Slope of the Term Structure of Credit Spreads: An Empirical Investigation;M Bedendo;Journal of Financial Research,2007
2. An Empirical Analysis of the Dynamic Relation between Investement-Grade Bonds and Credit Default Swap;R Blanco;Journal of Finance,2005
3. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market;D Bongaerts;Journal of Finance,2011
4. Ten Propositions about Liquidity Crises;C Borio;CESifo Economic Studies,2010
5. An Empirical Analysis of Interest Rate Swap Spreads;K C Brown;Journal of Fixed Income,1994
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