Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Mucai Lin, Zhiwu Hong, Ge Su
| Year of publication: |
2024
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|---|---|
| Authors: | Lin, Mucai ; Hong, Zhiwu ; Su, Ge |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 91.2024, p. 597-615
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| Subject: | Credit risk | Liquidity risk | Risk spillover | Term structure model | Kreditrisiko | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | China | Rentenmarkt | Bond market | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.01.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492241