Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference39 articles.
1. Bierens, H., J. Huang, and W. Kong, 2003, “An Econometric Model of Credit Spreads with Re-balance, ARCH and Jump Effects,” working paper, Penn State University.
2. Chen, L., and J. Wei, 2002, “An Indirect Estimate of Transaction Costs for Corporate Bonds,” working paper, Michigan State University.
3. Collin-Dufresne, P., R. Goldstein, and J. Helwege, 2003, “Is Credit Event Risk Priced? Modelling Contagion via the Updating of Beliefs,” working paper, Carnegie Mellon University.
4. The Determinants of Credit Spread Changes
5. Chakravarty, S., and A. Sarkar, 1999, “Liquidity in US Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets,” working paper, Purdue University and Federal Reserve Bank New York.
Cited by
334 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献