Corporate Bond Liquidity and Determinants of Credit Spread Changes

SSRN Electronic Journal ◽

10.2139/ssrn.2140237 ◽

2012 ◽

Author(s):

Jing-Zhi Huang ◽

Yuyo Lai ◽

Zhan Shi

Keyword(s):

Corporate Bond ◽

Credit Spread ◽

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Research on the Impact of Corporate Bond Liquidity on Credit Spread

Proceedings of the 2018 International Conference on Economy, Management and Entrepreneurship (ICOEME 2018) ◽

10.2991/icoeme-18.2018.3 ◽

2018 ◽

Author(s):

Chen Tingting ◽

He Hongwei

Keyword(s):

Corporate Bond ◽

Credit Spread ◽

Bond Liquidity ◽

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Comparing Possible Proxies of Corporate Bond Liquidity

10.2469/dig.v35.n4.1762 ◽

2005 ◽

Vol 35 (4) ◽

pp. 29-30

Author(s):

Joseph D.V. Vu

Keyword(s):

Corporate Bond ◽

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A risk not worth taking - The corporate bond liquidity factor

SSRN Electronic Journal ◽

10.2139/ssrn.3887421 ◽

2021 ◽

Author(s):

Fabian Dienemann

Keyword(s):

Corporate Bond ◽

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News and Corporate Bond Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2437975 ◽

2014 ◽

Author(s):

Hao Jiang ◽

Zheng Sun

Keyword(s):

Corporate Bond ◽

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Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2020.101217 ◽

2020 ◽

Vol 67 ◽

pp. 101217 ◽

Author(s):

Diego Leal ◽

Bryan Stanhouse ◽

Duane Stock

Keyword(s):

Term Structure ◽

Corporate Bond ◽

Bond Liquidity ◽

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Dynamics of credit spread moments of European corporate bond indexes

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2013.02.030 ◽

2013 ◽

Vol 37 (8) ◽

pp. 3125-3144 ◽

Author(s):

Amir H. Alizadeh ◽

Alexandros Gabrielsen

Keyword(s):

Corporate Bond ◽

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Corporate bond market interdependence: Credit spread correlation between and within U.S. and Canadian corporate bond markets

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2017.03.004 ◽

2017 ◽

Vol 41 ◽

pp. 1-17 ◽

Author(s):

Claudia Champagne ◽

Frank Coggins ◽

Amos Sodjahin

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Credit Spread ◽

Bond Markets ◽

Corporate Bond Market ◽

Market Interdependence

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Vulnerable options, risky corporate bond, and credit spread

Journal of Futures Markets ◽

10.1002/1096-9934(200104)21:4<301::aid-fut1>3.0.co;2-k ◽

2001 ◽

Vol 21 (4) ◽

pp. 301-327 ◽

Author(s):

Melanie Cao ◽

Jason Wei

Keyword(s):

Corporate Bond ◽

Credit Spread ◽

Vulnerable Options

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Corporate Bond Liquidity Spreads and Japanese Banks’ Risk Management: A Comparison of Two Financial Crises

SSRN Electronic Journal ◽

10.2139/ssrn.2008618 ◽

2012 ◽

Author(s):

Yoko Shirasu

Keyword(s):

Risk Management ◽

Financial Crises ◽

Corporate Bond ◽

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Firm Visibility and Corporate Bond Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2023359 ◽

2012 ◽

Author(s):

Xing Zhou ◽

Keh-Chian (Oliver) Chang ◽

Simi Kedia ◽

Jason Zhanshun Wei

Keyword(s):

Corporate Bond ◽

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