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The term structure of liquidity premia and the macroeconomy in Canada : a dynamic latent-factor approach
Lange, Ronald Henry - In: International review of economics & finance : IREF 57 (2018), pp. 164-182
Persistent link: https://www.econbiz.de/10012033841
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Liquidity basis between credit default swaps and corporate bonds markets
Kim, Kwanho - In: International review of economics & finance : IREF 48 (2017), pp. 98-115
Persistent link: https://www.econbiz.de/10011747092
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Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai; Hong, Zhiwu; Su, Ge - In: International review of economics & finance : IREF 91 (2024), pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
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A practical approach to constructing price-based funding liquidity factors
Bouwman, Kees; Buis, Boyd; Pieterse-Bloem, Mary; Tham, … - In: International review of economics & finance : IREF 40 (2015), pp. 90-97
Persistent link: https://www.econbiz.de/10011571905
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The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen; Rubio, Gonzalo; Serrano, Pedro - In: International review of economics & finance : IREF 39 (2015), pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
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The liquidity impact of Chinese green bonds spreads
Su, Tong; Lin, Boqiang - In: International review of economics & finance : IREF 82 (2022), pp. 318-334
Persistent link: https://www.econbiz.de/10013543137
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Long-term equilibria of yields on taxable and tax-exempt bonds
Kryzanowski, Lawrence - In: International review of economics & finance : IREF 6 (1997) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10001225831
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Emerging market local currency sovereign bond yields : the role of exchange rate risk
Gadanecz, Blaise; Miyajima, Ken; Shu, Chang - In: International review of economics & finance : IREF 57 (2018), pp. 371-401
Persistent link: https://www.econbiz.de/10012033884
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Sovereign bond spreads and extra-financial performance : an empirical analysis of emerging markets
Margaretic, Paula; Pouget, Sébastien - In: International review of economics & finance : IREF 58 (2018), pp. 340-355
Persistent link: https://www.econbiz.de/10012034221
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Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets
Sowmya, Subramaniam; Prasanna, Krishna - In: International review of economics & finance : IREF 54 (2018), pp. 178-192
Persistent link: https://www.econbiz.de/10012033374