(Il)liquidity Premium in Credit Markets: A Myth?

Scott Richardson and Diogo Palhares
The Journal of Fixed Income Winter 2019, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065

Article Information

vol. 28 no. 3 5-23
DOI 
https://doi.org/10.3905/jfi.2018.1.065
Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online December 31, 2018.

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Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Scott Richardson
    1. is a researcher and portfolio manager for the Global Alternative Premia group at AQR Capital Management, LLC, in Greenwich, CT. (scott.richardson{at}aqr.com)
  2. Diogo Palhares
    1. is a vice president on the Systematic Credit Strategies team at AQR Capital Management, LLC, in Greenwich, CT. (diogo.palhares{at}aqr.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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(Il)liquidity Premium in Credit Markets: A Myth?
Scott Richardson, Diogo Palhares
The Journal of Fixed Income Dec 2018, 28 (3) 5-23; DOI: 10.3905/jfi.2018.1.065
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