Liquidity and credit premia in the yields of highly-rated sovereign bonds
Jacob Ejsing, Magdalena Grothe, Oliver Grothe
| Year of publication: |
September 2015
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|---|---|
| Authors: | Ejsing, Jacob Wellendorph ; Grothe, Magdalena ; Grothe, Oliver |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 160-173
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| Subject: | Liquidity premium | Sovereign credit risk | Yield curve modelling | Bond markets | State-space models | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Kreditrisiko | Credit risk | Liquidität | Liquidity | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity | Kreditderivat | Credit derivative | Unternehmensanleihe | Corporate bond | Theorie | Theory | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556864