A practical approach to constructing price-based funding liquidity factors
Kees Bouwman, Boyd Buis, Mary Pieterse-Bloem, Wing Wah Tham
| Year of publication: |
November 2015
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|---|---|
| Authors: | Bouwman, Kees ; Buis, Boyd ; Pieterse-Bloem, Mary ; Tham, Wing Wah |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 40.2015, p. 90-97
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| Subject: | Funding liquidity | Flight-to-quality | Affine term structure models | Liquidity premium | Zinsstruktur | Yield curve | Liquidität | Liquidity | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011571905