Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads

Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads
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Total Pages : 66
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ISBN-10 : CORNELL:31924110118407
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Book Synopsis Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads by : Song Han

Download or read book Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads written by Song Han and published by . This book was released on 2008 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Recent research has shown that default risk accounts for only a part of the total yield spread on risky corporate bonds relative to their riskless benchmarks. O