A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Year of publication: |
April 1, 2016
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Authors: | Schuster, Philipp ; Gehde-Trapp, Monika ; Uhrig-Homburg, Marliese |
Publisher: |
Cologne : Centre for Financial Research |
Subject: | bond liquidity | term structure of liquidity premia | heterogeneous agents | aging effect | trading volume | equilibrium | Theorie | Theory | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | CAPM | Allgemeines Gleichgewicht | General equilibrium | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 82 Seiten) Illustrationen |
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Series: | Working paper / Centre for Financial Research. - Köln : CFR, ZDB-ID 2458327-3. - Vol. no. 13-05 [rev.] |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/130230 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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