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Liquidity and Arbitrage in the Market for Credit Risk:

Nashikkar, Amrut ; Subrahmanyam, Marti G. ; Mahanti, Sriketan
The Journal of Financial and Quantitative Analysis. 46 (2011) 3 - p. 627-656 , 2011

Link: https://www.jstor.org/stable/23018542

RT Journal
T1 <Title>Liquidity and Arbitrage in the Market for Credit Risk</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-23018542&Exemplar=1&LAN=DE
				
A1 Nashikkar, Amrut
A1 Subrahmanyam, Marti G.
A1 Mahanti, Sriketan
PB Cambridge University Press
YR 2011
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial instruments
K1 Financial securities
K1 Financial bonds
K1 Corporate bonds
K1 Liquidity
K1 Business
K1 Business economics
K1 Corporate finance
K1 Corporate liquidity
K1 Financial management
K1 Financial risk
K1 Nonsystemic risk
K1 Credit risk
K1 Financial markets
K1 Capital markets
K1 Bond markets
K1 Bond management
K1 Bond issues
K1 Coupon bonds
K1 Law
K1 Civil law
K1 Contract law
K1 Contracts
K1 Financial contracts
K1 Derivative contracts
K1 Security swaps
K1 Credit default swaps
K1 Liquidity risk
K1 Business structures
JF The Journal of Financial and Quantitative Analysis
VO 46
IS 3
SP 627
OP 656
LK http://dx.doi.org/https://www.jstor.org/stable/23018542
DO https://www.jstor.org/stable/23018542
SF ELIB - SuUB Bremen

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