CORPORATE YEILD SPREADS: DEFAULT RISK OR LIQUIDITY? NEW EVIDENCE FROM THE CREDIT-DEFAULT SWAP MARKET
| Year of publication: |
2004
|
|---|---|
| Authors: | Longstaff, Francis ; Mithal, Sanjay ; Neis, Eric |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10418
|