Are liquidity and counterparty risk priced in the credit default swap market?

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 22_Publication in policy or professional journal

Overview

5 Scopus Citations

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Author(s)

Xiaoling Pu
Junbo Wang
Chuncchi Wu

Related Research Unit(s)

Department of Economics and Finance

Detail(s)

Original language	English
Pages (from-to)	59-79
Journal / Publication	Journal of Fixed Income
Volume	20
Issue number	4
Publication status	Published - Mar 2011

Link(s)

DOI	DOI https://doi.org/10.3905/jfi.2011.20.4.059 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-79953646384&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(fbb5fe36-1a78-4b6a-aa70-23a3986e4f00).html

Citation Format(s)

[ RIS ] [ BibTeX ]

Are liquidity and counterparty risk priced in the credit default swap market? / Pu, Xiaoling; Wang, Junbo; Wu, Chuncchi.

In: Journal of Fixed Income, Vol. 20, No. 4, 03.2011, p. 59-79.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 22_Publication in policy or professional journal

Pu, X, Wang, J & Wu, C 2011, 'Are liquidity and counterparty risk priced in the credit default swap market?', Journal of Fixed Income, vol. 20, no. 4, pp. 59-79. https://doi.org/10.3905/jfi.2011.20.4.059

Pu, X., Wang, J., & Wu, C. (2011). Are liquidity and counterparty risk priced in the credit default swap market? Journal of Fixed Income, 20(4), 59-79. https://doi.org/10.3905/jfi.2011.20.4.059

Pu X, Wang J, Wu C. Are liquidity and counterparty risk priced in the credit default swap market? Journal of Fixed Income. 2011 Mar;20(4):59-79. doi: 10.3905/jfi.2011.20.4.059

Pu, Xiaoling ; Wang, Junbo ; Wu, Chuncchi. / Are liquidity and counterparty risk priced in the credit default swap market?. In: Journal of Fixed Income. 2011 ; Vol. 20, No. 4. pp. 59-79.