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In the section of chapter 14 that attempts to explain theories for the term structure of interest rates, one theory given is that of liquidity...
I read that bonds that are held until maturity are not exposed to illiquidity risk. 1. I didn't understand why is this was so? I interpret this...
If a credit spread widens then, as the previous poster states, the market value of such assets will fall. Hi Lindsay I'm trying to understand...