Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Overview

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Author(s)

Massimo Massa
Lei Zhang

Related Research Unit(s)

Detail(s)

Original language	English
Journal / Publication	Journal of Financial and Quantitative Analysis
Publication status	Online published - 29 Jun 2023

Link(s)

DOI	DOI https://doi.org/10.1017/S0022109023000844
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Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-85164322968&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(685c4846-69bc-4b98-b0c1-51abd3c90ccd).html

Citation Format(s)

[ RIS ] [ BibTeX ]

Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market. / Massa, Massimo; Zhang, Lei.
In: Journal of Financial and Quantitative Analysis, 29.06.2023.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Massa, M & Zhang, L 2023, 'Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market', Journal of Financial and Quantitative Analysis. https://doi.org/10.1017/S0022109023000844

Massa, M., & Zhang, L. (2023). Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market. Journal of Financial and Quantitative Analysis. Advance online publication. https://doi.org/10.1017/S0022109023000844

Massa M, Zhang L. Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market. Journal of Financial and Quantitative Analysis. 2023 Jun 29. Epub 2023 Jun 29. doi: 10.1017/S0022109023000844

Massa, Massimo ; Zhang, Lei. / Credit Default Swaps, Fire Sale Risk and the Liquidity Provision in the Bond Market. In: Journal of Financial and Quantitative Analysis. 2023.