Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
Author:
Affiliation:
1. Sloan School of Management, MIT and NBER
2. Booth School of Business, University of Chicago
3. Booth School of Business, University of Chicago and NBER
4. Kellogg School of Management, Northwestern University and NBER
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/3/852/24434316/hhx107.pdf
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4. Sovereign debt, securities lending, and financing during crisis;Aggarwal,,2015
5. The illiquidity of corporate bonds;Bao,;Journal of Finance,2011
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