Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
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- Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018. "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 852-897.
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More about this item
- G00 - Financial Economics - - General - - - General
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2014-12-19 (Risk Management)
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