Liquidity Effects In Corporate Bond Spreads
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Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 2013 - Publisher:
Corporate bond spreads are affected by both credit risk and liquidity and it is difficult to disentangle the two factors empirically. In this paper we separate
Language: en
Pages: 52
Pages: 52
Type: BOOK - Published: 2016 - Publisher:
We examine the relationship between the nondefault component of corporate bond spreads and bond liquidity measures constructed from intraday transactions data,
Language: en
Pages: 66
Pages: 66
Type: BOOK - Published: 2008 - Publisher:
Language: en
Pages: 109
Pages: 109
Type: BOOK - Published: 2006 - Publisher: Now Publishers Inc
Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literatur
Language: en
Pages: 47
Pages: 47
Type: BOOK - Published: 2008 - Publisher:
Recent research has shown that default risk accounts for only a part of the total yield spread on risky corporate bonds relative to their riskless benchmarks. O
