The pricing of different dimensions of liquidity : evidence from government guaranteed bonds
Year of publication: |
October 2016
|
---|---|
Authors: | Black, Jeffrey R. ; Stock, Duane R. ; Yadav, Pradeep |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 71.2016, p. 119-132
|
Subject: | Bank bonds | Liquidity | Resiliency | Debt Guarantee Program | Betriebliche Liquidität | Corporate liquidity | Unternehmensanleihe | Corporate bond | Liquidität | Anleihe | Bond | Bank | Marktmikrostruktur | Market microstructure | Bankenliquidität | Bank liquidity | Öffentliche Anleihe | Public bond | Marktliquidität | Market liquidity | Rentenmarkt | Bond market |
-
Bank balance sheet constraints and bond liquidity
Breckenfelder, Johannes, (2021)
-
Is post-crisis bond liquidity lower?
Anderson, Mike, (2017)
-
Is Post-Crisis Bond Liquidity Lower?
Anderson, Mike, (2017)
- More ...
-
The pricing of different dimensions of liquidity : evidence from government guaranteed bank bonds
Black, Jeffrey R., (2015)
-
An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F., (2000)
-
Intraweek and intraday seasonalities in stock market risk premia : cash and futures
Yadav, Pradeep, (1992)
- More ...