SANJAY MITHAL
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
2004/04/01 by Francis A. Longstaff, FRANCIS A. LONGSTAFF, SANJAY MITHAL +3 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Actuarial science #Banking stability, regulation, efficiency #Bond #Business #Corporate bond #Credit Risk and Financial Regulations #Credit default swap #Credit default swap index #Credit derivative #Credit rating #Credit reference #Credit risk #Credit spread (options) #Credit valuation adjustment #Default risk #Economics #Finance #Financial Distress and Bankruptcy Prediction #Financial economics #Financial system #Liquidity risk #Market liquidity #Monetary economics #Yield (engineering) #iTraxx