Limits to arbitrage and the term structure of bond illiquidity premiums
Philipp Schuster, Marliese Uhrig-Homburg (Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany)
| Year of publication: |
August 2015
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|---|---|
| Authors: | Schuster, Philipp ; Uhrig-Homburg, Marliese |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 57.2015, p. 143-159
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| Subject: | Bond liquidity | Term structure of illiquidity premiums | Regime-switching | Financial crisis | Slow moving capital | Limits to arbitrage | Zinsstruktur | Yield curve | Arbitrage | Marktliquidität | Market liquidity | Liquidität | Liquidity | Finanzmarkt | Financial market | Finanzkrise | Rentenmarkt | Bond market | Risikoprämie | Risk premium | Anleihe | Bond | Arbitrage Pricing | Arbitrage pricing | CAPM | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2014.10.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543830