Corporate credit default swap liquidity and its implications for corporate bond spreads

Authors

Ren Raw Chen, Fordham University
Frank J. Fabozzi, Yale School of Management
Ronald Sverdlove, New Jersey Institute of Technology

Document Type

Article

Publication Date

9-1-2010

Identifier

77957825396 (Scopus)

Publication Title

Journal of Fixed Income

External Full Text Location

https://doi.org/10.3905/jfi.2010.20.2.031

ISSN

10598596

First Page

31

Last Page

57

Issue

2

Volume

20

Recommended Citation

Chen, Ren Raw; Fabozzi, Frank J.; and Sverdlove, Ronald, "Corporate credit default swap liquidity and its implications for corporate bond spreads" (2010). Faculty Publications. 6120.
https://digitalcommons.njit.edu/fac_pubs/6120