US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk (Q3502197)
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scientific article; zbMATH DE number 5278240
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| English | US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk |
scientific article; zbMATH DE number 5278240 |
Statements
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk (English)
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22 May 2008
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credit default swaps
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market liquidity
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bid-ask spreads
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autonomous credit risk
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risk premium
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0.7429766058921814
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0.7331719994544983
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0.7330827713012695
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0.7272563576698303
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