Work

Measuring the Liquidity Risk Premium in Credit Markets

Year: 2026

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.2026.002

Authors: Simon Polbennikov, Albert Desclée, Alberto Pellicioli, Zornitsa Todorova

Institution: Barclays (United Kingdom)

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7161390253

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