Modelling the liquidity premium on corporate bonds
Year of publication: |
2015
|
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Authors: | Loon, Paul R. F. van ; Cairns, Andrew ; McNeil, Alexander J. ; Veys, Alex |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 9.2015, 2, p. 264-289
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Subject: | Liquidity premium | Corporate bonds | Credit spread | Bid-ask spread | Theorie | Theory | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Liquidität | Liquidity | Geld-Brief-Spanne | Risikoprämie | Risk premium | Kreditrisiko | Credit risk |
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