Menu

An Application of a Conditional Illiquidity Measure for US Corporate Bond Yields

What does a conditional illiquidity market model look like? Giuseppe Corvasce analyzes illiquidity risk management metrics and proposes the application of a conditional model for assessing the liquidity/illiquidity of US corporate bond yields.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals