US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk
Year of publication: |
2008
|
---|---|
Authors: | Dunbar, Kwamie |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 3, p. 321-334
|
Publisher: |
Taylor & Francis Journals |
Subject: | Credit default swaps | Market liquidity | Bid-ask spreads | Autonomous credit risk | Risk premium |
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