Pricing corporate bonds with credit risk, liquidity risk, and their correlation

DOI10.1155/2021/6681035zbMath1465.91127OpenAlexW3135450554MaRDI QIDQ2663021

Yunbi An, Xinting Li, Baochen Yang, Yunpeng Su

Publication date: 15 April 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/6681035

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Pricing the risks of default
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
• Information Asymmetry, Information Precision, and the Cost of Capital*
• Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads*

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