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

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

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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:	84 - 3 self

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@ARTICLE{Mithal05corporateyield,
    author = {Sanjay Mithal and Francis A. Longstaff and Eric Neis and Sanjay Mithal and Alan White and Ryoichi Yamabe and Francis A. Longstaff Sanjay Mithal and Eric Neis},
    title = {Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market},
    journal = {Journal of Finance},
    year = {2005},
    volume = {60},
    pages = {2213--2253}
}

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