The authors appreciate helpful comments from an anonymous referee as well as from Malcolm Baker, John Y. Campbell, Peter Feldhütter, Robin Greenwood, Rustam Ibragimov and Peter Tufano. This paper was (further) developed while Manfred Frühwirth was a visiting professor at the Weatherhead Center for International Affairs at Harvard University in the academic year 2005/2006. The author appreciates the support, resources and opportunities provided by the Weatherhead Center during this time.
The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market
Article first published online: 19 AUG 2010
© 2009 Blackwell Publishing Ltd
European Financial Management
Volume 16, Issue 4, pages 658–685, September 2010
How to Cite
Frühwirth, M., Schneider, P. and Sögner, L. (2010), The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market. European Financial Management, 16: 658–685. doi: 10.1111/j.1468-036X.2009.00503.x
- Issue published online: 19 AUG 2010
- Article first published online: 19 AUG 2010
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