Endogenous Liquidity in Credit Derivatives

By Jiaping Qiu, Fan Yu. 2012

181 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2bc9fe37ee85d83726202a9bda4f785c65d68c76

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sarah Qian Wang
2. Patrick Augustin
3. Christian Wagner
4. Niels Friewald
5. Marti G. Subrahmanyam
6. D. Tang
7. Josef Zechner

In Finance

1. Sarah Qian Wang
2. Patrick Augustin
3. Christian Wagner
4. Niels Friewald
5. Marti G. Subrahmanyam
6. D. Tang
7. Josef Zechner
8. G. Karolyi

Citations in the corpus

• The Cross-Section of Credit Risk Premia and Equity Returns (2013, background): “, Qiu and Yu (2011). 23”
• Credit Default Swaps: A Survey (2014, background): “Qiu and Yu (2012) examine the effect of CDS liquidity on CDS spreads using depth, defined as the number of dealers providing a daily quote for a given reference entity.”