US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk (Q3502197)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk |
scientific article |
Statements
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk (English)
0 references
22 May 2008
0 references
credit default swaps
0 references
market liquidity
0 references
bid-ask spreads
0 references
autonomous credit risk
0 references
risk premium
0 references
