Aggregate Stock Market Illiquidity and Bond Risk Premia
Year of publication: |
2012
|
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Authors: | Bouwman, Kees E. ; Sojli, Elvira ; Tham, Wing Wah |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Risikoprämie | Zinsstruktur | Anleihe | Marktliquidität | Prognose | Market liquidity | Bond risk premia | Flight-to-quality |
Series: | Tinbergen Institute Discussion Paper ; 12-140/IV/DSF46 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 740112279 [GVK] hdl:10419/87377 [Handle] RePEc:dgr:uvatin:20120140 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G20 - Financial Institutions and Services. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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