Rippling effect of liquidity risk in the sovereign term structure
Rintu Anthony and Krishna Prasanna
| Year of publication: |
2023
|
|---|---|
| Authors: | Anthony, Rintu ; Prasanna, Krishna |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 24.2023, 4, p. 503-522
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| Subject: | Emerging markets | Liquidity risk spillover | Long-term bonds | Macroeconomic factors | Medium-term bonds | Short-term bonds | Sovereign bonds | Term premium | Term structure | Öffentliche Anleihe | Public bond | Schwellenländer | Emerging economies | Zinsstruktur | Yield curve | Anleihe | Bond | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | Rentenmarkt | Bond market | Liquidität | Liquidity | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-05-2022-0119 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338634