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...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| 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 |
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| Institution: | Singapore Management University |
| Language: | English |