An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Year of publication: |
2012
|
---|---|
Authors: | Bongaerts, Dion |
Other Persons: | De Jong, Frank (contributor) ; Driessen, Joost (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Unternehmensanleihe | Corporate bond | CAPM | Liquidität | Liquidity | Risikoprämie | Risk premium | Theorie | Theory | Transaktionskosten | Transaction costs | Risiko | Risk |
Extent: | 1 Online-Ressource (65 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 12, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1762564 [DOI] |
Classification: | C51 - Model Construction and Estimation ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Bongaerts, Dion, (2012)
-
Liquidity, Distress Risk and Asset Pricing Implications
Zou, Qiqi, (2016)
-
Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan, (2020)
- More ...
-
Derivative pricing with liquidity risk : theory and evidence from the credit default swap market
Bongaerts, Dion, (2011)
-
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Bongaerts, Dion, (2012)
-
Derivative Pricing with Liquidity Risk : Theory and Evidence from the Credit Default Swap Market
Bongaerts, Dion, (2010)
- More ...