Corporate yield spreads: default risk or liquidity?: new evidence from the credit-default swap market
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2004
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10418 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 30, [19] S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV023590906 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:27Z |
| indexdate | 2024-07-09T21:25:09Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016906236 |
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| physical | 30, [19] S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Longstaff, Francis A. 1956- Verfasser (DE-588)128835133 aut Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market Francis Longstaff ; Sanjay Mithal ; Eric Neis Cambridge, Mass. National Bureau of Economic Research 2004 30, [19] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10418 Corporations Finance Swaps (Finance) Mithal, Sanjay Verfasser (DE-588)12935550X aut Neis, Eric Verfasser (DE-588)129355518 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10418 (DE-604)BV002801238 10418 http://papers.nber.org/papers/w10418.pdf kostenfrei Volltext |
| spellingShingle | Longstaff, Francis A. 1956- Mithal, Sanjay Neis, Eric Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Corporations Finance Swaps (Finance) |
| title | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market |
| title_auth | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market |
| title_exact_search | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market |
| title_exact_search_txtP | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market |
| title_full | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market Francis Longstaff ; Sanjay Mithal ; Eric Neis |
| title_fullStr | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market Francis Longstaff ; Sanjay Mithal ; Eric Neis |
| title_full_unstemmed | Corporate yield spreads: default risk or liquidity? new evidence from the credit-default swap market Francis Longstaff ; Sanjay Mithal ; Eric Neis |
| title_short | Corporate yield spreads: default risk or liquidity? |
| title_sort | corporate yield spreads default risk or liquidity new evidence from the credit default swap market |
| title_sub | new evidence from the credit-default swap market |
| topic | Corporations Finance Swaps (Finance) |
| topic_facet | Corporations Finance Swaps (Finance) |
| url | http://papers.nber.org/papers/w10418.pdf |
| volume_link | (DE-604)BV002801238 |
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