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Corporate Yield Spreads and Bond Liquidity. (2007). Chen, Long ; LESMOND, DAVID A. ; Wei, Jason .
In: Journal of Finance.
RePEc:bla:jfinan:v:62:y:2007:i:1:p:119-149.

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  22. The “Greenium” in Green Bonds: How Did It Change with COVID-19?. (2023). Starace, Giuseppe ; de Leonardis, Matteo ; Ferri, Giovanni ; Serlenga, Laura ; Intonti, Mariantonietta.
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  24. The intra-regional spillover effects of bond defaults: Evidence from the Chinese corporate debt market. (2023). Yang, Bowen ; Watson, John ; Huang, Yuqin ; Wang, Wenlong.
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  51. Real asset liquidity, cash holdings, and the cost of corporate debt. (2022). Usman, Adam ; Nejadmalayeri, Ali.
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  56. Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects. (2022). Rannou, Yves ; Boutabba, Mohamed Amine.
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  57. ESG scores and cost of debt. (2022). Antonopoulos, Alexandros ; Poufinas, Thomas ; Apergis, Nicholas.
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  93. Liquidity risk and corporate bond yield spread: Evidence from China. (2021). Jiang, Lunan ; Chen, Yinghui.
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  94. Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick.
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  95. Does credit rating conservatism matter for corporate tax avoidance?. (2021). Xie, Lingmin ; Leung, Sidney ; Chen, Tao.
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  96. Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage.
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  97. The Australian corporate bond market before credit ratings, 1915-83. (2021). Merrett, David ; Liu, Frank ; Fleming, Grant ; Ville, Simon.
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  99. Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns. (2020). Grinblatt, Mark ; Bartram, Söhnke ; Nozawa, Yoshio.
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  100. Measuring the Perceived Liquidity of the Corporate Bond Market. (2020). Sunderam, Adi ; Chernenko, Sergey.
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  101. Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing.
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  102. The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective. (2020). Mori, Masaki ; Ling, David ; Ong, Seow Eng.
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  103. Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market. (2020). Huang, Jingzhi ; Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan.
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  104. Where the Heart Is: Information Production and the Home Bias. (2020). Cornaggia, Kimberly J ; Israelsen, Ryan D.
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  105. On the Effect of Green Bonds on the Profitability and Credit Quality of Project Financing. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana-Belen.
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  106. Green Social Responsibility and Company Financing Cost-Based on Empirical Studies of Listed Companies in China. (2020). Zhang, Lin ; Liu, Yuyu ; Ji, Duan ; Sun, Wenyan.
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  107. Corporate Bond Market in Poland—Prospects for Development. (2020). Kubiczek, Jakub.
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  108. Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana.
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  109. Seasonal liquidity effects and their determinants on the covered bond market. (2020). Weigerding, Michael.
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  110. Policy uncertainty and corporate credit spreads. (2020). Savor, Pavel ; Maleki, Hosein ; Kryzanowski, Lawrence ; Kaviani, Mahsa S.
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  111. Corporate bond mutual funds and asset fire sales. (2020). Choi, Jaewon ; Tehranian, Hassan ; Shin, Sean Seunghun ; Hoseinzade, Saeid.
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  112. Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie.
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  113. Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds. (2020). Goldstein, Michael A ; Hotchkiss, Edith S.
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  114. The effect of supply chain power on bank financing. (2020). Rau, Raghavendra ; al Zaman, Ashraf ; Rahaman, Mohammad M.
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  115. Liquidity risk and expected option returns. (2020). Choy, Siu Kai ; Wei, Jason.
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  116. Wheres the greenium?. (2020). Watts, Edward M ; Larcker, David F.
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  117. Home currency issuance in international bond markets. (2020). Spiegel, Mark ; Jones, Peter C ; Hale, Galina B.
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  118. Cyberattacks and impact on bond valuation. (2020). Wang, Heng ; Simkins, Betty J ; Iyer, Subramanian R.
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  119. Collateral haircuts and bond yields in the European government bond markets. (2020). Nguyen, Minh.
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  120. Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H.
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  121. A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O.
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  122. Do shareholders benefit from green bonds?. (2020). Zhang, Yupu ; Tang, Dragon Yongjun.
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  123. Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng.
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  124. Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic.
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  125. The Pricing of Bank Bonds, Sovereign Credit Risk and ECBs Asset Purchase Programmes. (2020). Ribeiro, Ricardo ; Pinto, João ; Branco, Ricardo.
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  126. CORPORATE BONDS AND PRODUCT MARKET COMPETITION. (2020). Platt, Katarzyna.
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  127. Local religious beliefs and municipal bond market outcomes. (2020). Abakah, Alex Annan.
    In: Financial Management.
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  128. Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic.
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  129. The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning.
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  130. Denouncing Odious Debts. (2019). OOSTERLINCK, Kim ; Collet, Stephanie.
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  131. Capital Controls and the Cost of Debt. (2019). Valenzuela, Patricio ; Andreasen, Eugenia ; Schindler, Martin.
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  132. Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads. (2019). Schwarz, Krista.
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  133. Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon.
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  134. Securities laws and the choice between loans and bonds for highly levered firms. (2019). Stulz, Rene M ; Prilmeier, Robert.
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  135. Denouncing Odious Debts. (2019). OOSTERLINCK, Kim ; Collet, Stephanie.
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  136. The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets. (2019). Korus, Arthur ; Kadiric, Samir.
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  137. Demystifying Yield Spread on Corporate Bonds Trades in India. (2019). Mukherjee, Kedar Nath.
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  138. Full steam ahead: Insider knowledge, stock trading and the nationalization of the railways in Prussia around 1879. (2019). Jopp, Tobias A ; Buchner, Michael.
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  139. The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification. (2019). Becchetti, Leonardo ; Bachelet, Maria Jua ; Manfredonia, Stefano.
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  140. Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds. (2019). Pedersen, David J ; Hotchkiss, Edith S ; Goldstein, Michael A.
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  141. Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads. (2019). Benzoni, Luca ; Goldstein, Robert S ; Garlappi, Lorenzo.
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  142. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
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  143. Is CEO pay disparity relevant to seasoned bondholders?. (2019). Lee, Chun I ; Huang, Henry H.
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  144. A jump model for credit default swaps with hierarchical clustering. (2019). Zeitsch, Peter J.
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  145. Measuring the liquidity impact on catastrophe bond spreads. (2019). Yu, Min-Teh ; Zhao, Yang.
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  146. Credit default swaps as indicators of bank financial distress. (2019). Cotter, John ; Conlon, Thomas ; Avino, Davide E.
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  147. Common risk factors in the cross-section of corporate bond returns. (2019). Wen, Quan ; Bali, Turan G ; Bai, Jennie.
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  148. The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David.
    In: Journal of Banking & Finance.
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  149. Explaining CDS prices with Merton’s model before and after the Lehman default. (2019). Marra, Miriam ; Gemmill, Gordon .
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  150. J-liquidity measure: The term structure of the liquidity premium in Japan. (2019). Hattori, Takahiro.
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  151. Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution. (2019). Santillan-Salgado, Roberto J ; Lopez-Herrera, Francisco ; Cabello, Alejandra.
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  152. U.S. federal government subsidies for clean energy: Design choices and implications. (2019). Pizer, William ; Newell, Richard ; Raimi, Daniel.
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  153. The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark .
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  154. Chilean pension fund managers and corporate governance: The impact on corporate debt. (2019). López-Iturriaga, Félix ; san Martin, Pablo ; Lopez-Iturriaga, Felix ; Jara, Mauricio ; Tenderini, Giannina ; Saona, Paolo.
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  155. Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M.
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  156. Liability of foreignness in capital markets: Institutional distance and the cost of debt. (2019). Bell, Greg R ; Filatotchev, Igor ; Gu, Yiwen ; Rasheed, Abdul A.
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  157. Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol.
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  158. Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Schaanning, Eric ; Coen, Jamie.
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  159. Measuring corporate bond liquidity in emerging market economies: price- vs quantity-based measures. (2019). Packer, Frank ; Li, Ran ; Helwege, Jean ; Hameed, Allaudeen .
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  160. ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin.
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  161. The low beta anomaly: A corporate bond investors perspective. (2018). Bekti, Demir.
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  162. The Role of Liquidity in Financial Intermediation. (2018). Khan, Muhammad Saifuddin .
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  163. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen .
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  164. Equity cross-listings in the U.S. and the price of debt. (2018). Hail, Luzi ; Ball, Ryan T ; Vasvari, Florin P.
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  165. Determinants of corporate credit spread: evidence from India. (2018). Goyal, Vinay ; Kannadhasan, M ; Singh, Bhanu Pratap.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
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  166. The Determinants of Credit Risk: Analysis of US Industry-level Indices. (2018). Shahzad, Syed Jawad Hussain ; Kumar, Ronald.
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  167. Cyclical variations in liquidity risk of corporate bonds. (2018). Dionne, Georges ; Guesmi, Sahar ; Antenor-Habazac, Cassandre.
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  168. ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin.
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  169. Exploiting uncertainty with market timing in corporate bond markets. (2018). Bekti, Demir ; Regele, Tobias .
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  170. Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns*. (2018). Yildizhan, Elim ; Anginer, Deniz.
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  171. Debt, Information, and Illiquidity. (2018). Benmelech, Efraim ; Bergman, Nittai.
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  172. Liquidity risk and yield spreads of green bonds. (2018). Jensen, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea ; Wulandaria, Febi.
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  173. Credit Rating and Pricing: Poles Apart. (2018). Blochlinger, Andreas.
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  174. A survey of shipping finance research: Setting the future research agenda. (2018). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Kavussanos, Manolis ; Kim, Chi Y ; Alexandridis, George.
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  175. When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. (2018). Lee, Jongsub ; Velioglu, Guner ; Naranjo, Andy.
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  176. How sensitive is corporate debt to swings in commodity prices?. (2018). Donders, Pablo ; Wagner, Rodrigo ; Jara, Mauricio.
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  177. The impact of liquidity risk on the yield spread of green bonds. (2018). Febi, Wulandari ; Sun, Chen ; Stephan, Andreas ; Schafer, Dorothea.
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  178. Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen.
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  179. Behavioral biases in the corporate bond market. (2018). Wei, Jason .
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  180. Liquidity Risk and Yield Spreads of Green Bonds. (2018). Jensen, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea.
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  181. Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian.
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  182. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework. (2018). Bhamra, Harjoat Singh ; Strebulaev, Ilya ; Kuehn, Lars-Alexander.
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  183. ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin.
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  184. Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets. (2018). Kadiric, Samir ; Korus, Arthur.
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  185. Are Low Equity R2 Firms More or Less Transparent? Evidence from the Corporate Bond Market. (2018). Hao, Wei ; Wongchoti, Udomsak ; Prevost, Andrew.
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  186. The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D.
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  187. Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?. (2018). Yang, Jun ; Gungor, Sermin ; Nolin, Guillaume ; Fan, Chen.
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  189. The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets. (2017). Simon, Zorka ; Nijman, Theo E ; Driessen, Joost.
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  190. Explaining and benchmarking corporate bond returns. (2017). Moussawi, Rabih ; Gibson, Scott ; Cici, Gjergji.
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  191. When central banks buy corporate bonds: : Target selection and impact of the European Corporate Sector Purchase Program. (2017). Lugo, Stefano ; Galema, R J.
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  192. Central Bank information and the effects of monetary shocks. (2017). Hubert, Paul.
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  193. Central Bank information and the effects of monetary shocks. (2017). Hubert, Paul.
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  194. Factors Affecting the Liquidity of Corporate Bonds. (2017). Radygin, Alexander ; Chernova, Maria ; Akshentceva, Kseniia ; Abramov, Alexander.
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  195. Determinants of Indonesian corporate bond yield. (2017). Simu, Nicodemus.
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  196. Credit Ratings Across Asset Classes: A Long-Term Perspective. (2017). Cornaggia, Jess N ; Hund, John E.
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  197. Asset Mispricing. (2017). Longstaff, Francis ; Lewis, Kurt ; Petrasek, Lubomir .
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  198. GASB mandatory disclosure rules and municipal bond yield spreads. (2017). Wendel, Jeanne ; Nejadmalayeri, Ali ; Chelikani, Surya ; Faircloth, Sheri.
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  199. Is there an optimally diversified conglomerate? Gleaning answers from capital markets. (2017). Nejadmalayeri, Ali ; Singh, Manohar ; Iyer, Subramanian Rama.
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  200. Taxation and the optimal constraint on corporate debt finance: why a comprehensive business income tax is suboptimal. (2017). Sorensen, Peter Birch.
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  201. Central Bank information and the effects of monetary shocks. (2017). Hubert, Paul.
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  202. Central Bank information and the effects of monetary shocks. (2017). Hubert, Paul.
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  203. Dealer balance sheets and bond liquidity provision. (2017). Shachar, Or ; Boyarchenko, Nina ; Adrian, Tobias.
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  204. Estimating the Tax and Credit-Event Risk Components of Credit Spreads. (2017). Benzoni, Luca ; Goldstein, Robert S.
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  205. Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads. (2017). Zhou, Xing ; Wu, Wei ; Nanda, Vikram.
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  206. Central Bank Information and the effects of Monetary shocks. (2017). Hubert, Paul.
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  207. What explains corporate sukuk primary market spreads?. (2017). Ayturk, Yusuf ; Aksak, Ercument ; Asutay, Mehmet.
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  208. How does managerial opportunism affect the cost of debt financing?. (2017). Ghouma, Hatem.
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  209. Financial shocks, financial stability, and optimal Taylor rules. (2017). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Manuel, .
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  210. Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations. (2017). Hantzsche, Arno ; FERRUCCI, Gianluigi ; RAU-GoHRING, Matthias ; Beck, Roland.
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  211. The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs). (2017). Dannhauser, Caitlin D.
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  212. Large shareholders and credit ratings. (2017). Kedia, Simi ; Zhou, Xing ; Rajgopal, Shivaram.
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  213. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: Journal of Banking & Finance.
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  214. Reading between the ratings: Modeling residual credit risk and yield overlap. (2017). Chang, Charles ; Kao, Chu-Lan Michael ; Fuh, Cheng-Der.
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  215. The composition of CMBS risk. (2017). Christopoulos, Andreas D.
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  216. The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei .
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  217. Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia.
    In: Journal of International Financial Markets, Institutions and Money.
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  218. Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana .
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  219. What determines bank CDS spreads? Evidence from European and US banks. (2017). Thornton, John ; di Tommaso, Caterina ; Drago, Danilo.
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  220. A causal link between bond liquidity and stock returns. (2017). Anderson, Mike.
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  221. Liquidity commonality in the secondary corporate loan market. (2017). Anthony, John ; Shamsuddin, Abul ; Lee, Doowon ; Docherty, Paul.
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  222. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. (2017). Ramesh, Adithi ; Senthil, C B.
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  223. Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal .
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  224. A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis. (2017). Servaes, Henri ; Tamayo, Ane ; Lins, Karl ; Amiraslani, Hami.
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  225. Are Covered Bonds Different from Asset Securitization Bonds?. (2017). Pinto, João ; Correia, Mafalda C.
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  226. Central bank information and the effects of monetary shocks. (2017). Hubert, Paul.
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  227. Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis .
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  228. The Impact of Rating Recalibration on Municipal Bond Yield Spreads. (2017). Kriz, Kenneth A ; Xiao, Yan.
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  229. Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach. (2017). Perrakis, Stylianos ; Zhong, Rui.
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  230. A Theoretical Model for the Term Structure of Corporate Credit based on Competitive Advantage. (2017). Rajaratnam, Kanshukan.
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  231. Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J.
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  232. Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter.
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  233. Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao.
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  234. Credit Default Swaps as Indicators of Bank Financial Distress. (2016). cotter, john ; Avino, Davide ; Conlon, Thomas.
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  235. German Mittelstand bonds: yield spreads and liquidity. (2016). Utz, Sebastian ; Wimmer, Maximilian ; Weber, Martina.
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  236. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
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  237. Liquidity and Prices in Decentralized Markets with Almost Public Information. (2016). Tsoy, Anton.
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  238. Cash flow volatility and corporate bond yield spreads. (2016). Alan, ; Vetzal, Kenneth R ; Huang, Alan G.
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  239. A Review of Bank Funding Cost Differentials. (2016). Kroszner, Randall.
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  240. Does Regulatory Certification Affect the Information Content of Credit Ratings?. (2016). Bruno, Valentina ; Cornaggia, Kimberly J.
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  241. International dynamics of inflation expectations. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei ; Winkelmann, Lars.
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  242. Bond Liquidity at the Oslo Stock Exchange. (2016). Ødegaard, Bernt.
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  243. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Maule, Becky ; Hubert, Paul.
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  244. A bivariate Hawkes process based model, for interest rates. (2016). Hainaut, Donatien.
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  245. Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market. (2016). Luo, Yuchen ; Huang, Zhijian.
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  246. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
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  247. On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis. (2016). Buzkova, Petra ; Kopa, Milos .
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  248. On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha .
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  249. Market frictions and the pricing of sovereign credit default swaps. (2016). Serrano, Pedro ; Rubia, Antonio ; Sanchis-Marco, Lidia .
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  250. Determinants of bank CDS spreads in Europe. (2016). di Pietro, Filippo ; Parrado-Martinez, Purificacion ; Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes .
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  251. An index-based measure of liquidity. (2016). Chacko, George ; Fan, Rong ; Das, Sanjiv .
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  252. How much can illiquidity affect corporate debt yield spread?. (2016). Raviv, Alon ; Abudy, Menachem.
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  253. Return predictability in the corporate bond market along the supply chain. (2016). Zhang, Weina ; Chen, Long.
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  254. Credit risk and governance: Evidence from credit default swap spreads. (2016). Alp, Aysun.
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  255. CDS-bond basis and bond return predictability. (2016). Zhang, Weina ; Li, Haitao.
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  256. A bivariate Hawkes process for interest rate modeling. (2016). Hainaut, Donatien.
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  257. Determinants of sub-sovereign bond yield spreads: the role of fiscal fundamentals and federal bailout expectations. (2016). Hantzsche, Arno ; Beck, Roland ; Ferrucci, Gianluigi ; Rau-Goehring, Matthias .
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  258. Search-based endogenous asset liquidity and the macroeconomy. (2016). Radde, Sören ; Cui, Wei.
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  259. The Return on Equity of Large Dutch Banks. (2016). Daniëls, Tijmen ; Daniels, Tijmen ; Kamalodin, Shahin .
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  260. A shock to the system? Market illiquidity and concentrated holdings in European bond markets. (2016). Frost, Jon ; Boermans, Martijn ; Bisschop, Sophie Steins .
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  261. The bond event study methodology since 1974. (2016). Maul, D ; Schiereck, D.
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  262. High & Dry: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910). (2016). Flandreau, Marc ; Chavaz, Matthieu.
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  263. Liquidity and the International Allocation of Economic Activity. (2016). Rodriguez-Lopez, Antonio.
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  264. Policy and macro signals as inputs to inflation expectation formation. (2016). Hubert, Paul ; Maule, Becky .
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  265. Local Currency Sovereign Risk. (2016). Schreger, Jesse ; Du, Wen Xin.
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  266. Heterogeneous Liquidity Effects in Corporate Bond Spreads. (2016). Hafner, Christian ; Walders, Fabian.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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  267. International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model. (2015). Netšunajev, Aleksei ; Winkelmann, Lars ; Netsunajev, Aleksei .
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  268. ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2015). Zettelmeyer, Jeromin ; Trebesch, Christoph.
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  269. Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
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  270. Can large long-term investors capture illiquidity premiums. (2015). de Jong, F. C. J. M., ; Driessen, J. J. A. G., .
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  271. Illiquidity in Sovereign Debt Markets. (2015). Passadore, Juan.
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  272. Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. (2015). Hertrich, Markus.
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  273. Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option. (2015). Stockl, Stefan ; Rudolph, David ; Rathgeber, Andreas.
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  274. GMM Estimation of Affine Term Structure Models. (2015). Hlouskova, Jaroslava ; Sogner, Leopold .
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  275. The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M.
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  276. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina .
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  277. Performance and determinants of the Merton structural model: Evidence from hedging coefficients. (2015). Barsotti, Flavia ; del Viva, Luca .
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  278. Economic links and credit spreads. (2015). Xue, Yi ; Yu, Xiao ; Signori, Daniele ; Zhang, Keyi ; Genay, Ramazan.
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  279. The impact of liquidity on senior credit index spreads during the subprime crisis. (2015). Marra, Miriam .
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  280. Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps. (2015). Vašíček, Bořek ; Vaiek, Boek ; trba, Filip ; Mio, Ronghui ; Calice, Giovanni .
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  281. Liquidity and credit premia in the yields of highly-rated sovereign bonds. (2015). Ejsing, Jacob ; Grothe, Oliver .
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  282. The public corporation as an intermediary between “Main Street” and “Wall Street”. (2015). , Ramesh.
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  283. Misrepresentation and capital structure: Quantifying the impact on corporate debt value. (2015). Zhou, Xinghua ; Reesor, Mark R.
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  284. Capital Controls and the Cost of Debt. (2015). Valenzuela, Patricio ; Schindler, Martin ; Andreasen, Eugenia.
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  285. A measure of redenomination risk. (2015). De Santis, Roberto A..
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  286. ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910). (2015). Flandreau, Marc ; Chavaz, Matthieu.
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  287. An Empirical Analysis of the Municipal Bond Market in Italy: Sovereign Risk and Sub-Sovereign Levels of Government. (2015). Pinna, Massimo .
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  288. Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis. (2015). Aussenegg, Wolfgang ; Jelic, Ranko ; Goetz, Lukas.
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  289. Informational efficiency in the Tokyo Stock Exchange, 1931–40. (2015). Bassino, Jean-Pascal ; Lagoarde-Segot, Thomas.
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  290. Decomposing euro area sovereign spreads: credit, liquidity and convenience. (2015). Taboga, Marco ; Pericoli, Marcello.
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  291. GMM Estimation of Affine Term Structure Models. (2015). Hlouskova, Jaroslava ; Sogner, Leopold .
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  293. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Gehde-Trapp, Monika.
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  294. Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero?volatility spreads. (2014). Stellner, Christoph ; Klein, Christian.
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  295. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; ROLAND FÜSS, ; Rindler, Philipp B..
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  296. Thinly traded securities and risk management. (2014). Beuermann, Diether ; Bernales, Alejandro ; Cortazar, Gonzalo.
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  297. An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives. (2014). Mayordomo, Sergio ; Pea, Juan Ignacio.
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  298. Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds?. (2014). Fernandes, Marcelo ; Nunes, Ricardo .
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  299. Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). VISVIKIS, ILIAS ; Alizadeh, Amir ; Kappou, Konstantina ; Tsouknidis, Dimitris .
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  300. Diversifying Risks in Bond Portfolios: A Cross-border Approach. (2014). Sun, David ; Tsai, Shih-Chuan.
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  301. The effect of unfunded pension liabilities on corporate bond ratings, default risk, and recovery rate. (2014). Zhang, Ting ; Wang, F..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:43:y:2014:i:4:p:781-802.

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  302. Macroeconomic risks of supply chain counterparties and corporate bond yield spreads. (2014). Chen, Tsung-Kang ; Liao, Hsien-Hsing ; Huang, Hsiao-Chun.
    In: Review of Quantitative Finance and Accounting.
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  303. Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction. (2014). Han, Song ; Zhou, Xing.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:3:p:675-694.

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  304. What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach. (2014). Nozawa, Yoshio.
    In: Finance and Economics Discussion Series.
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  305. The determinants of credit spreads changes in global shipping bonds. (2014). Tsouknidis, Dimitris ; Kavussanos, Manolis.
    In: Transportation Research Part E: Logistics and Transportation Review.
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  306. Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads. (2014). Klein, Christian ; Stellner, Christoph .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:23:y:2014:i:2:p:64-74.

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  307. Credit spread changes within switching regimes. (2014). Dionne, Georges ; Chun, Olfa Maalaoui ; Franois, Pascal.
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    RePEc:eee:jbfina:v:49:y:2014:i:c:p:41-55.

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  308. Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality. (2014). Kaserer, Christoph ; Rosch, Christoph G..
    In: Journal of Banking & Finance.
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  309. Liquidity effects in corporate bond spreads. (2014). Huang, Jingzhi ; Helwege, Jean ; Wang, Yuan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:105-116.

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  310. The impact of CDS trading on the bond market: Evidence from Asia. (2014). SHIM, ILHYOCK ; Zhu, Haibin .
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    RePEc:eee:jbfina:v:40:y:2014:i:c:p:460-475.

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  311. Macro risk factors of credit default swap indices in a regime-switching framework. (2014). Marsden, Alastair ; Chan, Kam Fong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:285-308.

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  312. Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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  313. Corporate yield spreads and real interest rates. (2014). Batten, Jonathan ; Jacoby, Gady ; Liao, Rose C..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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  314. The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables. (2014). Kim, Dong H. ; Stock, Duane .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:26:y:2014:i:c:p:20-35.

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  315. Credit ratings and the choice of payment method in mergers and acquisitions. (2014). Petmezas, Dimitris ; Karampatsas, Nikolaos ; Travlos, Nickolaos G..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:25:y:2014:i:c:p:474-493.

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  316. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Vaiek, Boek ; Miao, RongHui ; Calice, Giovanni ; trba, Filip .
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  317. The determinants of global bank credit-default-swap spreads. (2014). HASAN, IFTEKHAR ; Zhang, Gaiyan ; Liuling, Liu .
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  318. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Odermann, Alexander ; Cremers, Heinz .
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  319. Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  320. Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns. (2013). Yildizhan, Celim ; Anginer, Deniz.
    In: MPRA Paper.
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  321. Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui .
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  322. Outperformance Certificates: analysis, pricing, interpretation, and performance. (2013). Lee, Wayne ; Dai, Tian-Shyr ; Hernandez, Rodrigo ; Liu, PU.
    In: Review of Quantitative Finance and Accounting.
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  323. Risk Management with Thinly Traded Securities: Methodology and Implementation. (2013). Bernales, Alejandro ; Beuermann, Diether ; Cortazar, Gonzalo.
    In: IDB Publications (Working Papers).
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  324. How do bond investors perceive dividend payouts?. (2013). Nejadmalayeri, Ali ; Jiraporn, Pornsit ; Singh, Manohar ; Mathur, Ike.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:27:y:2013:i:1:p:92-105.

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  325. Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis. (2013). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:124-145.

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  326. What determines Euro area bank CDS spreads?. (2013). Vespro, Cristina ; Van Roy, Patrick ; de Ceuster, Marc ; Annaert, Jan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:444-461.

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  327. Liquidity risk of corporate bond returns: conditional approach. (2013). Amihud, Yakov ; Bharath, Sreedhar T. ; Acharya, Viral V..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:2:p:358-386.

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  328. Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis. (2013). Calice, Giovanni ; Williams, Julian ; Chen, Jing.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:85:y:2013:i:c:p:122-143.

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  329. Sarbanes-Oxley Act and corporate credit spreads. (2013). Rao, Ramesh ; Nejadmalayeri, Ali ; Nishikawa, Takeshi .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2991-3006.

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  330. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2969-2990.

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  331. Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality. (2013). Kaserer, Christoph ; Rosch, Christoph G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2284-2302.

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  332. Pricing securities with multiple risks: A case of exchangeable debt. (2013). Mateti, Ravi S. ; Puri, Tribhuvan ; Hegde, Shantaram P..
    In: Journal of Banking & Finance.
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  333. Credit and liquidity components of corporate CDS spreads. (2013). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
    In: Journal of Banking & Finance.
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  334. Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises. (2013). Zhang, Gaiyan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:4:p:720-730.

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  335. Market Liquidity—Theory and Empirical Evidence *. (2013). Vayanos, Dimitri ; Wang, Jiang.
    In: Handbook of the Economics of Finance.
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  336. Credit risk in covered bonds. (2013). Prokopczuk, Marcel ; Siewert, Jan B. ; Vonhoff, Volker.
    In: Journal of Empirical Finance.
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  337. Determinants of credit spreads: The role of ambiguity and information uncertainty. (2013). Guo, Liang.
    In: The North American Journal of Economics and Finance.
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  338. Determinants of bank credit default swap spreads: The role of the housing sector. (2013). Mallick, Sushanta ; Benbouzid, Nadia.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:243-259.

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  339. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
    In: Journal of Corporate Finance.
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  340. Rollover risk and corporate bond spreads. (2013). Valenzuela, Patricio.
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  341. Rollover Risk and Corporate Bond Spreads. (2013). Valenzuela, Patricio.
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  342. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Vasicek, Borek ; Miao, RongHui ; Calice, Giovanni ; Sterba, Filip .
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  343. (Un)anticipated monetary policy in a DSGE model with a shadow banking system. (2013). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Manuel, .
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  344. REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES. (2013). guo, biao ; Newton, David .
    In: Journal of Financial Research.
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  345. Bond pricing with a surface of zero coupon yields. (2013). Murik, Vijay A..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:53:y:2013:i:2:p:497-512.

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  346. Impact of Macroeconomic News on Malaysian Bond Credit Spreads. (2013). SAID, Rasidah Mohd .
    In: Asian Journal of Empirical Research.
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  347. Rare Disasters and Credit Market Puzzles. (2013). Christoffersen, Peter ; Elkamhi, Redouane ; Du, Du.
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  348. (Un)anticipated monetary policy in a DSGE model with a shadow banking system. (2012). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Martins, Manuel M. F., .
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  349. Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio.
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  350. A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets. (2012). Murphy, Finbarr.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:2:p:351-370.

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  351. Endogenous liquidity and defaultable bonds. (2012). He, Zhiguo ; Milbradt, Konstantin.
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  352. The Time Varying Properties of Credit and Liquidity Components of CDS Spreads. (2012). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
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  353. Endogenous Liquidity and Defaultable Bonds. (2012). He, Zhiguo ; Milbradt, Konstantin.
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  354. Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads. (2012). Yang, Jun ; Chen, Hui ; Xu, Yu.
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  355. Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: NBER Working Papers.
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  356. Income Smoothing and the Cost of Bank Loans -The Effect of Information Asymmetry-. (2012). Takasu, Yusuke .
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  357. The liquidity of the Secondary Market for Debt Securities in Norway. (2012). Skjeltorp, Johannes ; Ødegaard, Bernt ; Odegaard, Bernt Arne ; Rakkestad, Ketil .
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  358. Effet de la gestion comptable et réelle des résultats sur le coût de la dette : analyse avant et après SOX. (2012). Chouaya, Adel ; Draief, Sondes .
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  359. The private premium in public bonds. (2012). Wei, Chenyang ; Kovner, Anna.
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  360. The private premium in public bonds. (2012). Wei, Chenyang ; Kovner, Anna.
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  361. Who benefits from capital account liberalization? Evidence from firm-level credit ratings data. (2012). Valenzuela, Patricio ; Schindler, Martin ; Prati, Alessandro.
    In: Journal of International Money and Finance.
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  362. Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market. (2012). Kalimipalli, Madhu ; Nayak, Subhankar .
    In: Journal of Financial Intermediation.
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  363. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling .
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  364. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. (2012). Subrahmanyam, Marti G. ; Jankowitsch, Rainer ; Friewald, Nils.
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  365. Corporate bond liquidity before and after the onset of the subprime crisis. (2012). Lando, David ; Feldhtter, Peter ; Dick-Nielsen, Jens .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:3:p:471-492.

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  366. Multimarket trading and corporate bond liquidity. (2012). Petrasek, Lubomir .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2110-2121.

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  367. The term structure of illiquidity premia. (2012). Kempf, Alexander ; Korn, Olaf ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
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  368. Corporate taxes, strategic default, and the cost of debt. (2012). Nejadmalayeri, Ali ; Singh, Manohar .
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  369. Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults. (2012). Meeks, Roland.
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  371. Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Arce, Oscar.
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  372. Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads. (2012). Yang, Jun ; Chen, Hui ; Xu, Yu.
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  373. Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions. (2011). Belke, Ansgar ; Gokus, Christian .
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  374. LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS. (2011). Gaspar, Raquel ; Pereira, Patricia .
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  375. Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2011). Zhou, Hao ; Han, Song.
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  376. The Impact of Collateral Policies on Sovereign CDS Spreads. (2011). Calice, Giovanni .
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  377. CDO market implosion and the pricing of subprime mortgage-backed securities. (2011). Gabriel, Stuart ; Deng, Yongheng ; Sanders, Anthony B..
    In: Journal of Housing Economics.
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  378. Liquidity risk and expected corporate bond returns. (2011). Wang, Junbo ; Lin, Hai ; Wu, Chunchi.
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  379. Asymmetric information, adverse selection, and the pricing of CMBS. (2011). Gabriel, Stuart ; Deng, Yongheng ; An, Xudong.
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  380. Downside risk and the size of credit spreads. (2011). Keswani, Aneel ; Gemmill, Gordon.
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  381. Price dispersion in OTC markets: A new measure of liquidity. (2011). Nashikkar, Amrut ; Jankowitsch, Rainer ; Subrahmanyam, Marti G..
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  382. Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?. (2011). Balasubramnian, Bhanu ; Cyree, Ken B..
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  383. The relationship between liquidity and returns on the Chinese stock market. (2011). Narayan, Paresh ; Zheng, Xinwei.
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  384. Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Renne, Jean-Paul ; Monfort, Alain.
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  385. Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?. (2011). Gehrig, Thomas ; Füss, Roland ; Rindler, Philipp B ; Fuss, Roland ; ROLAND FÜSS, .
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  386. The Sarbanes‐Oxley Act and the Choice of Bond Market by Foreign Firms. (2011). Gao, YU.
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  387. Credit Spread Changes and Equity Volatility: Evidence from Daily Data. (2011). Hibbert, Ann Marie ; Dandapani, Krishnan ; Barber, Joel ; Pavlova, Ivelina.
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  393. Portfolio Risk Analysis. (2010). Connor, Gregory ; Korajczyk, Robert A ; Goldberg, Lisa R.
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  395. From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets. (2010). Balli, Hatice ; Basher, Syed ; Ozer-Balli, Hatice .
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  396. Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt. (2010). Hilscher, Jens ; Nosbusch, Yves .
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  404. From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets. (2010). Balli, Hatice ; Basher, Syed ; Ozer-Balli, Hatice .
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  405. Control/ownership structure, creditor rights protection, and the cost of debt financing: International evidence. (2010). Ghouma, Hatem ; Boubakri, Narjess.
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  407. How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange. (2010). Alquist, Ron.
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  416. The impact of CDS trading on the bond market: evidence from Asia. (2010). SHIM, ILHYOCK ; Zhu, Haibin .
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  417. The TIPS Yield Curve and Inflation Compensation. (2010). Gürkaynak, Refet ; Refet S. Gürkaynak, ; Wright, Jonathan H. ; Sack, Brian.
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  418. Tiebreaker: Certification and Multiple Credit Ratings. (2009). Goetzmann, William ; Bongaerts, Dion ; Cremers, Martijn.
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  420. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). Kücük, Uğur.
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  425. Is the secondary loan market valuable to borrowers?. (2009). santos, joao ; Nigro, Peter ; Santos, Joao A. C., .
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  427. Hedging credit: Equity liquidity matters. (2009). Das, Sanjiv ; Hanouna, Paul.
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  428. The market for corporate control and the cost of debt. (2009). Qiu, Jiaping ; Yu, Fan.
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  429. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
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  430. New Patterns in International Portfolio Allocation and Income Smoothing. (2008). Balli, Faruk.
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  431. Liquidity on the Scandinavian Order-driven Stock Exchanges. (2008). Soderberg, Jonas .
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  432. Enterprise Credit Default Swaps and Market Discipline – Preliminary Analysis. (2008). Collender, Robert.
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  434. Decomposing swap spreads. (2008). Lando, David ; Feldhutter, Peter.
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  435. Latent liquidity: A new measure of liquidity, with an application to corporate bonds. (2008). Nashikkar, Amrut ; Mahanti, Sriketan ; Subrahmanyam, Marti ; Chacko, George ; Mallik, Gaurav.
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  438. What Is the Cost of Financial Flexibility? Theory and Evidence for Make-Whole Call Provisions. (2008). Powers, Eric ; Tsyplakov, Sergey .
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  439. Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect. (2007). Dunbar, Kwamie ; Edwards, Albert J..
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  440. US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk. (2007). Dunbar, Kwamie.
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  441. A Pure Test for the Elasticity of Yield Spreads. (2007). Batten, Jonathan ; Liao, Chuan ; Jacoby, Gady.
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  442. Good and bad credit contagion: Evidence from credit default swaps. (2007). zhang, gaiyan ; Jorion, Philippe.
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  443. Insider trading in credit derivatives. (2007). Acharya, Viral ; TimothyC. Johnson, .
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  444. Determinants of bond tender premiums and the percentage tendered. (2007). Powers, Eric A. ; Mann, Steven V..
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  445. Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim.
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  446. On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei.
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  447. Credit spreads: theory and evidence about the information content of stocks, bonds and cdss. (2006). Forte, Santiago ; Pena, Juan Ignacio .
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  448. Explaining Launch Spreads on Structured Bonds. (2005). Firla-Cuchra, Maciej .
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  449. Security Design in the Real World: Why are Securitization Issues Tranched?. (2005). Jenkinson, Tim ; Firla-Cuchra, Maciej .
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