Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market
Author:
Funder
Asian Institute of Corporate Governance (AICG) at Korea University
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference34 articles.
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3. Forecasting default with the Merton distance-to-default model;Bharath;Rev. Financ. Stud.,2008
4. Derivative pricing with liquidity risk: theory and evidence from the credit default swap market;Bongaerts;J. Financ.,2011
5. Market liquidity and funding liquidity;Brunnermeier;Rev. Financ. Stud.,2009
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