Covid-19 and high-yield emerging market bonds : insights for liquidity risk management
Year of publication: |
2021
|
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Authors: | Gubareva, Mariya |
Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 23.2021, 3, p. 193-212
|
Subject: | Pandemic crisis | Coronavirus outbreak | Liquidity | Emerging markets | High-yield bonds | Bid-ask spread | Option-adjusted spread (OAS) | Relative liquidity score | Round-trip transaction cost | Coronavirus | Schwellenländer | Emerging economies | Liquidität | Geld-Brief-Spanne | Transaktionskosten | Transaction costs | Unternehmensanleihe | Corporate bond | Welt | World | Risikoprämie | Risk premium | Epidemie | Epidemic | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity | Anleihe | Bond |
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