Bond liquidity premia
Year of publication: |
2009
|
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Authors: | Fontaine, Jean-Sébastien ; Garcia, René |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Finanzmarkt | Wertpapierhandel | Pensionsgeschäft | Risikoprämie | Capital Asset Pricing Model | USA | Financial markets | Financial stability |
Series: | Bank of Canada Working Paper ; 2009-28 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2009-28 [DOI] 618953108 [GVK] hdl:10419/53854 [Handle] RePEc:bca:bocawp:09-28 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; h12 |
Source: |
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Fontaine, Jean-Sébastien, (2009)
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Funding liquidity, market liquidity and the cross-section of stock returns
Fontaine, Jean-Sébastien, (2015)
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