Implied Liquidity Risk in the Term Structure of Sovereign Credit Default Swap Spreads

2012 ◽  
Author(s):  
Saad Badaoui ◽  
Lara Cathcart ◽  
Lina El-Jahel
Keyword(s):  
Term Structure ◽  
Liquidity Risk ◽  
Credit Default Swap ◽  
Sovereign Credit ◽  
Credit Default ◽  
Default Swap ◽  
Swap Spreads

Extreme Liquidity Risk and Credit Default Swap Spreads

2016 ◽  
Author(s):  
Felix Irresberger ◽  
Gregor N. F. Weiss ◽  
Janet Gabrysch ◽  
Sandra Gabrysch
Keyword(s):  
Liquidity Risk ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap ◽  
Swap Spreads
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