Liquidity risk and CMBX microstructure
Andreas D. Christopoulos, Joshua G. Barratt
| Year of publication: |
2024
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|---|---|
| Authors: | Christopoulos, Andreas D. ; Barratt, Joshua G. |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 42.2024, 2, p. 148-185
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| Subject: | CMBS | liquidity | microstructure | principal component analysis | reduced-form simulation | risk decomposition | securitization | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Verbriefung | Securitization | Theorie | Theory | Simulation | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Risiko | Risk | Betriebliche Liquidität | Corporate liquidity | Dekompositionsverfahren | Decomposition method | Hauptkomponentenanalyse | Principal component analysis | CAPM | Marktliquidität | Market liquidity | Geld-Brief-Spanne | Bid-ask spread |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535095