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On the compensation for illiquidity in sovereign credit markets
Working Papers
Overview
Classification
Overview
authors
GROBA DOMINGUEZ, JONATAN
LAFUENTE LUENGO, JUAN ANGEL
SERRANO JIMENEZ, PEDRO JOSE
publisher
UNIVERSIDAD CARLOS III DE MADRID
publication date
2014
series title
Business Economic Series
full text
http://hdl.handle.net/10016/19510
series number
14-11
Classification
keywords
credit default swap; illiquidity; default; risk premium