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(
Please check DefaultRisk.com
for details. )
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(1)¡@How
to Measure Corporate Bond Liquidity?
¡@¡@ ( By Patrick Houweling of Erasmus University and Rabobank
International, Albert Mentink of Erasmus University and
AEGON Asset Management, and Ton Vorst of Erasmus University
Rotterdam and ABN Amro )
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(2)¡@Estimating
Expected Losses and Liquidity Discounts Implicit in Debt
Prices
¡@¡@ ( By Tibor Janosi of Cornell University, Robert Jarrow
of Cornell University, and Yildiray Yildirim PhD Student
at Cornell University )
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(3)¡@Liquidation
Risk
¡@¡@ ( By Darrell Duffie The Graduate School of Business,
Stanford University, and Alexandre Ziegler of HEC, University
of Lausanne )
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(4)¡@Liquidity
and Credit Risk
¡@¡@ ( By Jan Ericsson of McGill University, and Olivier Renault
of the London School of Economics )
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(7)¡@Measuring
Treasury Market Liquidity
¡@¡@ ( By Michael J. Fleming pf the Federal Reserve Bank of
New York )
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(10)¡@Order
Imbalance, Liquidity, and Market Returns
¡@¡@ ( By Tarun Chordia of Emory University, Richard Roll
of the University of California, Los Angeles, and Avanidhar
Subrahmanyam of the University of California, Los Angeles
)
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(13)¡@Commonality
in Liquidity
¡@¡@ ( By Tarun Chordia of Vanderbilt University, Richard
Roll of the University of California at Los Angeles, and
Avanidhar Subrahmanyam of the University of California at
Los Angeles )
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(14)¡@Liquidity
in U.S. Fixed Income Markets: A Comparison of the Bid-Ask
Spread in Corporate, Government and Municipal Bond Markets
¡@¡@ ( By Sugato Chakravarty of Purdue University and Asani
Sarkar of Federal Reserve Bank of New York )
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(16)¡@A
Simple Model of Liquidity Effects
¡@¡@ ( By L. C. G. Rogers and O. Zane, both of the University
of Bath )
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