摘要 : This paper investigates the contribution of liquidity risk to Chinese corporate bond spreads. We calculate corporate bond spreads based on the full treasury yield curve and establish a set of liquidity measures of the Chinese corp... 展开
作者 | Chen~ Yinghui Jiang~ Lunan |
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作者单位 | |
期刊名称 | 《International review of finance》 |
页码/总页数 | 1117-1151 / 35 |
语种/中图分类号 | 英语 / F8 |
关键词 | Chinese bond markets default risk liquidity risk yield spread |
DOI | 10.1111/irfi.12322 |
馆藏号 | F-114 |