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Limited arbitrage and liquidity in the market for credit risk

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References

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2001

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Explaining the Rate Spread on Corporate Bonds

1,580 cited

Cited by

2011Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis29 cited
2011The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress27 cited
2011Contagion and Excess Correlation in Credit Default Swaps25 cited