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

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|60|5|2213-2253

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.60, Iss.5, 2005-10, pp. : 2213-2253

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Abstract