Optimal bond issuance with cost and liquidity constraints for Chinese local governments : a multi-period stochastic programming approach
Ruicheng Yang, Li Li, Qi Jiang, Ji Qi
| Year of publication: |
2022
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| Authors: | Yang, Ruicheng ; Li, Li ; Jiang, Qi ; Qi, Ji |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 63.2022, 5, p. 2605-2632
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| Subject: | Bond cost | Liquidity risk | Local government bonds | Stochastic programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Öffentliche Anleihe | Public bond | Anleihe | Bond | Liquiditätsbeschränkung | Liquidity constraint | China | Mathematische Optimierung | Mathematical programming | Kommunalobligation | Municipal bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02210-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440506