LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS
Year of publication: |
2011
|
---|---|
Authors: | Gaspar, Raquel M. ; Pereira, Patrícia |
Published in: |
Portuguese Journal of Management Studies. - Instituto Superior de Economia e Gestão (ISEG). - Vol. XVI.2011, 2, p. 131-152
|
Publisher: |
Instituto Superior de Economia e Gestão (ISEG) |
Subject: | Liquidity Premium | Credit Risk | Yield Corporate Spread | CDS Spread |
-
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung, (2021)
-
A risk-driven approach to exchange rate modelling
Kębłowski, Piotr, (2012)
-
Corporate credit risk prediction under stochastic volatility and jumps
Bu, Di, (2014)
- More ...
-
Liquidity Risk Premia : An Empirical Analysis of European Corporate Bond Yields
Gaspar, Raquel M., (2011)
-
Socially responsible investing and the performance of Eurozone corporate bond portfolios
Pereira, Patrícia, (2019)
-
Socially Responsible Investing and the Performance of European Bond Portfolios
Pereira, Patrícia, (2018)
- More ...