Corporate Credit Default Swap Liquidity and Its Implicationsfor Corporate Bond Spreads

Ren-Raw Chen; Frank J. Fabozzi; Ronald Sverdlove

doi:10.3905/jfi.2010.20.2.031

Corporate Credit Default Swap Liquidity and Its Implications
for Corporate Bond Spreads

Ren-Raw Chen, Frank J. Fabozzi and Ronald Sverdlove

The Journal of Fixed Income Fall 2010, 20 (2) 31-57; DOI: https://doi.org/10.3905/jfi.2010.20.2.031

Ren-Raw Chen

the Graduate School of Business at Fordham University in New York, NY.

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For correspondence: rchen@fordham.edu

Frank J. Fabozzi

is a professor in the Practice of Finance at the Yale School of Management in New Haven, CT.

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For correspondence: frank.fabozzi@yale.edu

Ronald Sverdlove

is an assistant professor of finance at the School of Management at the New Jersey Institute of Technology in Newark, NJ.

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For correspondence: ronald.sverdlove@njit.edu

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Corporate Credit Default Swap Liquidity and Its Implications
for Corporate Bond Spreads

Ren-Raw Chen, Frank J. Fabozzi, Ronald Sverdlove

The Journal of Fixed Income Sep 2010, 20 (2) 31-57; DOI: 10.3905/jfi.2010.20.2.031

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Corporate Credit Default Swap Liquidity and Its Implications
for Corporate Bond Spreads

Ren-Raw Chen, Frank J. Fabozzi, Ronald Sverdlove

The Journal of Fixed Income Sep 2010, 20 (2) 31-57; DOI: 10.3905/jfi.2010.20.2.031

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