How to measure Corporate Bond Liquidity?
| Year of publication: |
2003-03-27
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|---|---|
| Authors: | Houweling, Patrick ; Mentink, Albert ; Vorst, Ton |
| Institutions: | Tinbergen Institute |
| Subject: | liquidity | corporate bonds | Fama-French model | euro market |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 03-030/2 |
| Classification: | C13 - Estimation ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005209522