Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model (Q5123530)
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scientific article; zbMATH DE number 7252439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model |
scientific article; zbMATH DE number 7252439 |
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Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model (English)
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29 September 2020
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liquidity risk
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on-the-run
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off-the-run
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semi-parameter model
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reduced-form model
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