首页> 外文OA文献 >Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle ∗

【2h】

Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle ∗

机译：量化商业周期中公司债券的流动性和违约风险

页面导航

著录项
引文网络
相似文献
相关主题

著录项

作者
Hui Chen; Rui Cui; Chicago Booth; Konstantin Milbradt; Zhiguo He;
展开▼
作者单位

展开▼
年度 2013
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle [J] . Chen Hui, Cui Rui, He Zhiguo, The review of financial studies . 2018,第3期

机译：在整个商业周期中量化公司债券的流动性和违约风险
2. Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds [J] . Leal Diego, Stanhouse Bryan, Stock Duane Journal of International Financial Markets, Institutions & Money . 2020,第Jula期

机译：估计公司债券流动性的期限结构：对违约银行债券的分析
3. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market [J] . FRANCIS A. LONGSTAFF, SANJAY MITHAL, ERIC NEIS Journal of Finance . 2005,第5期

机译：企业收益率差：违约风险还是流动性？信用违约掉期市场的新证据
4. Liquidity Premia in the Credit Default Swap and Corporate Bond Markets [C] . Hai Lin, Sheen Liu, Chunchi Wu 2009 China international conference in finance . 2009

机译：信用违约互换和公司债券市场中的流动性溢价
5. Personal taxes, default, liquidity and risky bond yield spread. [D] . Qi, Hao Howard. 2005

机译：个人税，违约，流动性和有风险的债券收益率利差。
6. Business cycles’ correlation and systemic risk of the Japanese supplier-customer network [O] . Hazem Krichene, Abhijit Chakraborty, Hiroyasu Inoue, -1

机译：日本供应商-客户网络的业务周期相关性和系统性风险
7. Corporate Credit Default Swap Liquidity and its Implications for Corporate Bond Spreads [O] . Ren-raw Chen, Frank Fabozzi, Ronald Sverdlove 2010

机译：企业信用违约掉期流动性及其对公司债券利差的影响

Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle ∗

著录项

引文网络

相似文献

相关主题

期刊订阅