The Determinants of Market Frictions in the Corporate Market
Year of publication: |
2005-11-11
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Authors: | Zakrajsek, Egon ; Levin, Andrew ; Perli, Roberto |
Institutions: | Society for Computational Economics - SCE |
Subject: | Credit Default Swaps | Corporate Bonds | Market Frictions |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2005 Number 379 |
Classification: | G00 - Financial Economics. General ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Helwege, Jean, (2009)
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