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Nonlinear structural estimation of corporate bond liquidity
Gonzalez, Diego Leal; Stanhouse, Bryan E.; Stock, Duane R. - In: Review of quantitative finance and accounting 64 (2025) 2, pp. 799-827
Persistent link: https://www.econbiz.de/10015194610
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Credit line takedown and endogenous bank capital
Stanhouse, Bryan E.; Stock, Duane R. - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 691-723
Persistent link: https://www.econbiz.de/10011595484
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The pricing of different dimensions of liquidity : evidence from government guaranteed bonds
Black, Jeffrey R.; Stock, Duane R.; Yadav, Pradeep - In: Journal of banking & finance 71 (2016), pp. 119-132
Persistent link: https://www.econbiz.de/10011635374
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Estimating the term structure of corporate bond liquidity premiums : an analysis of default free bank bonds
Leal, Diego; Stanhouse, Bryan E.; Stock, Duane R. - In: Journal of international financial markets, … 67 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012495865
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How a new bond issuance affects the liquidity of a bond portfolio
Chen, Fan; Stock, Duane R. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 128-151
Persistent link: https://www.econbiz.de/10012656063
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What happens to bond liquidity when some bonds of the issuer mature?
Stock, Duane R.; Wang, Runzu - In: The journal of fixed income : JFI 33 (2023) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10014310190