Endogenous liquidity and defaultable bonds
Year of publication: |
2014
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Authors: | He, Zhiguo ; Milbradt, Konstantin |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 82.2014, 4, p. 1443-1508
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Subject: | Positive feedback | liquidity | over-the-counter market | secondary bond market | structural models for credit risk | transaction cost for corporate bonds | bid-ask spread | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Marktliquidität | Market liquidity | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Fälligkeit | Maturity | Theorie | Theory |
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