Debt-liquidity shock risk : intertemporal effects and probability measures
Bernardo Maggi
| Year of publication: |
February 2017
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| Authors: | Maggi, Bernardo |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2016/2017, 3, p. 1-24
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| Subject: | liquidity shock intertemporal effects | treasury bonds market | liquidity shock risk probability | robust estimations | Schock | Shock | Liquidität | Liquidity | Theorie | Theory | Risiko | Risk | Volatilität | Volatility | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Risikoprämie | Risk premium | Staatspapier | Government securities | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Marktliquidität | Market liquidity |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2016.355 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011689711