Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market

Journal of Finance

Volumn 60, Issue 5, 2005, Pages 2213-2253

  Longstaff, Francis A ^a   Mithal, Sanjay ^b   Neis, Eric ^c  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b Archeus Capital Management LLC

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25844492645     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2005.00797.x     Document Type: Review

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