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XF-47JYR52-I
Research / Academic Paper ACTIVE

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

Abstract Only — The full paper PDF is not available in the registry. This XFID was minted from the paper's title, authors, and year. Where available, an abstract is provided below; the link to the publisher's record is canonical.

Document Metadata

Issuer
National Bureau of Economic Research (NBER)
Document Type
Research / Academic Paper
Publication Year
2005
Retrieved
5 May 2026
Source
onlinelibrary.wiley.com
Record ID
XF47JYR52I
Validation
Inferred by XFID

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SHA-256 (file bytes)
a9c94377c9f6a4b39294ddd68f55e37afc533fde8bf2a01c2ef9c100a2ca0c85
SHA-256 (canonical content)
a9c94377c9f6a4b39294ddd68f55e37afc533fde8bf2a01c2ef9c100a2ca0c85

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Cited by (2)

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Academic / report citation
National Bureau of Economic Research (NBER) (2005). Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market. XFID: XF-47JYR52-I. Retrieved from https://xframework.id/XF47JYR52I
Identifier only
XF-47JYR52-I