Liquidity, Credit Risk and Pricing of Corporate Bond

Liquidity, Credit Risk and Pricing of Corporate Bond

Employing a comprehensive database on transactions of corporate bonds issued by corporations, agencies and financial institutions, we compare the different liquidity measures--bid-ask spread, zero-return percentage, Amihud illiquidity factor for the corporate bond market. The criteria of judging is...

Full description

Saved in:
Bibliographic Details
Main Author: SUN, Xiaoli
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
corporate bonds
liquidity measures
benchmark curve
bond yield spread
Corporate Finance
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/etd_coll/26
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1025&context=etd_coll
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/26
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1025&context=etd_coll

Similar Items