Much ado about nothing: A study of differential pricing and liquidity of short and long term bonds
Year of publication: |
2018
|
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Authors: | Driessen, Joost ; Nijman, Theodore E. ; Simon, Zorka |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | Sovereign Bonds | Term Structure of Interest Rates | Segmentation | Liquidity | Flight-to-safety | Credit Risk | Unconventional Monetary Policy |
Series: | SAFE Working Paper ; 238 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3296959 [DOI] 1042098247 [GVK] hdl:10419/189640 [Handle] RePEc:zbw:safewp:238 [RePEc] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets ; G18 - Government Policy and Regulation |
Source: |
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