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Liquidity and Credit Risk in Emerging Debt Markets · Study

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PreprintLiquidity and Credit Risk in Emerging Debt Markets

John E. Hund2008

OA

Preprintgreen2008

Liquidity and Credit Risk in Emerging Debt Markets

John E. Hund · David A. Lesmond

34 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1983Limited-dependent and qualitative variables in econometrics 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1999The quality of government 1986Asset pricing and the bid-ask spread 2001The Determinants of Credit Spread Changes 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 2001Explaining the Rate Spread on Corporate Bonds

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2013Investor sentiment and yield spread determinants: evidence from European markets

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2004Corporate Yield Spreads and Bond Liquiditypreprint · 24 shared references 2016Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Dataarticle · 14 shared references 2019Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Marketarticle · 13 shared references 2008Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Dataarticle · 13 shared references 2008Understanding Common Factors in Domestic and International Bond Spreadsarticle · 12 shared references 2008Latent liquidity: A new measure of liquidity, with an application to corporate bondsarticle · 11 shared references

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Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.1107586

openalex_workW1536196887

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