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Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon.
In: NBER Working Papers.
RePEc:nbr:nberwo:26494.

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Cited: 6

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Cites: 78

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Cocites: 50

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  1. Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market*. (2023). Shi, Zhan ; Liu, Bibo ; Huang, Jing-Zhi.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:2:p:539-579..

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  2. Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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  3. Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27416.

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  4. Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai.
    In: Staff Reports.
    RePEc:fip:fednsr:88380.

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  5. Asset Pricing with Cohort-Based Trading in MBS Markets. (2020). SONG, ZHAOGANG ; Liu, Haoyang ; Fusari, Nicola.
    In: Staff Reports.
    RePEc:fip:fednsr:88279.

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  6. Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-79.

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  41. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Trapp, Monika .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r.

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  42. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; ROLAND FÜSS, ; Rindler, Philipp B..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:04.

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  43. Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). VISVIKIS, ILIAS ; Alizadeh, Amir ; Kappou, Konstantina ; Tsouknidis, Dimitris .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-15.

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  44. The determinants of credit spreads changes in global shipping bonds. (2014). Tsouknidis, Dimitris ; Kavussanos, Manolis.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:70:y:2014:i:c:p:55-75.

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  45. Corporate bond returns and the financial crisis. (2014). Ozel, Bugra N. ; Hughes, John S. ; Aboody, David.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:42-53.

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  46. Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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  47. Stock liquidity and the Taylor rule. (2014). Jiang, Lei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:202-214.

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  48. On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb142911.

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  49. What drives corporate default risk premia? Evidence from the CDS market. (2013). Diaz, Antonio ; Serrano, Pedro ; Groba, Jonatan .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:529-563.

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  50. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Andrikopoulos, Andreas ; Angelidis, Timotheos.
    In: Working Papers.
    RePEc:bog:wpaper:166.

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