Estimating the term structure of corporate bond liquidity premiums : an analysis of default free bank bonds
Year of publication: |
2020
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Authors: | Leal, Diego ; Stanhouse, Bryan E. ; Stock, Duane R. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 67.2020, p. 1-30
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Subject: | Corporate bonds | Liquidity premium | Search models | Term structure | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Theorie | Theory |
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