Essays about: "Amihud Illliquidity"
Found 1 essay containing the words Amihud Illliquidity.
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1. Stock Liquidity as a Determinant of Credit Default Swap Spreads
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This research investigates the effect of stock liquidity on credit default swap spreads. The relationship between stock liquidity and CDS spreads is tested empirically using a panel data of 82 companies spanning a period of 64 months. READ MORE
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