Estimating the term structure of corporate bond liquidity premiums : an analysis of default free bank bonds
Diego Leal, Bryan Stanhouse, Duane Stock
| 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 | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Theorie | Theory | Liquidität | Liquidity | Schätzung | Estimation | Risikoprämie | Risk premium | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2020.101217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495865