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Paper / 2019SMQ / 263341731905464
A closed formula for illiquid corporate bonds and an application to the European market
Aldo Nassigh / Emanuele Nastasi / Roberto Baviera
fixed income / liquidity riskResource overview

A closed formula for illiquid corporate bonds and an application to the European market

Paper2019

by Aldo Nassigh, Emanuele Nastasi, Roberto Baviera

Tags
fixed incomeliquidity risk

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