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Derivative pricing with liquidity risk : theory and evidence from the credit default swap market
Bongaerts, Dion; Jong, Frank de; Driessen, Joost - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 203-240
Persistent link: https://www.econbiz.de/10008991178
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Tiebreaker : certification and multiple credit ratings
Bongaerts, Dion; Cremers, Martijn; Goetzmann, William N. - In: The journal of finance : the journal of the American … 67 (2012) 1, pp. 113-152
Persistent link: https://www.econbiz.de/10009508036
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Multiple ratings and credit spreads
Bongaerts, Dion; Cremers, Martijn; Goetzmann, William N. - 2009
Persistent link: https://www.econbiz.de/10003885821
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An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion; Jong, Frank de; Driessen, Joost - In: The review of financial studies 30 (2017) 4, pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361