Liquidity Risk in the Corporate Bond Markets

Author:

Chacko George

Publisher

Elsevier BV

Reference32 articles.

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2. Asset Pricing and the Bid-Ask Spread;Y ? Amihud;Journal of Financial Economics,1986

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1. An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets;The Review of Financial Studies;2017-03-11

2. References;Mastering Illiquidity;2015-09-19

3. Modelling credit spreads with time volatility, skewness, and kurtosis;Annals of Operations Research;2015-09-04

4. Liquidity and Corporate Debt Market Timing;SSRN Electronic Journal;2014

5. Liquidity risk of corporate bond returns: conditional approach;Journal of Financial Economics;2013-11

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