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- 2013-9-11
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Thanks for the answers so far guys, but...
How about this,
A comparison of yields on a risk free liquid bond with an equivalent position in corporate bonds protected against default risk using CDS.
liquidity premium = corp bond spread - CDS premium??
So its like comparing a liquid risk free bond against an illiquid risk free bond? |
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发表于 2011-10-3 16:24
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