The liquidity premium of safe assets: The role of government debt supply
Year of publication: |
2018
|
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Authors: | Xiong, Qizhou |
Publisher: |
Halle (Saale) : Leibniz-Institut für Wirtschaftsforschung Halle (IWH) |
Subject: | safe asset | government debt | liquidity premium | safety premium |
Series: | IWH Discussion Papers ; 11/2017 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1023625539 [GVK] hdl:10419/179196 [Handle] RePEc:zbw:iwhdps:112017 [RePEc] |
Classification: | E41 - Demand for Money ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
-
The premium of government debt : disentangling safety and liquidity
Xiong, Qizhou, (2017)
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The liquidity premium of safe assets : the role of government debt supply
Xiong, Qizhou, (2018)
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