Open AccessMind the Gap: Disentangling Credit and Liquidity in Risk Spreads*
Author(s) -
Krista Schwarz
Publication year - 2018
Publication title -
review of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1875-824X
pISSN - 1572-3097
DOI - 10.1093/rof/rfy034
Subject(s) - market liquidity , bond , liquidity risk , liquidity crisis , monetary economics , financial crisis , credit risk , sovereign default , interbank lending market , funding liquidity , financial system , economics , business , sovereignty , finance , sovereign debt , macroeconomics , politics , law , political science
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