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Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2005)

by Sanjay Mithal , Francis A. Longstaff , Eric Neis , Sanjay Mithal , Alan White , Ryoichi Yamabe , Francis A. Longstaff Sanjay Mithal , Eric Neis
Venue:Journal of Finance
Citations:359 - 8 self