A theory of liquidity spillover between bond and CDS markets
Year of publication: |
2022
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Authors: | Sambalaibat, Batchimeg |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 5, p. 2525-2569
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Subject: | Rentenmarkt | Bond market | Kreditderivat | Credit derivative | Liquidität | Liquidity | Spillover-Effekt | Spillover effect | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | EU-Staaten | EU countries | 2010-2012 |
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