Commonality in liquidity in the US corporate bond market
Year of publication: |
2016
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Authors: | Bethke, Sebastian |
Published in: |
Essays on the determinants of corporate bond yield spreads. - Köln : Universitäts- und Stadtbibliothek Köln. - 2016, p. 86-129
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Subject: | corporate bonds | yield spreads | bond correlation | risk factor correlation | flight-to-quality | investor sentiment | credit risk | credit default swap | Google search volume | liquidity | commonality | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | USA | United States | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Korrelation | Correlation | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Marktliquidität | Market liquidity | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Anleihe | Bond |
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