Explaining the on-the-run puzzle with corporate bonds
Year of publication: |
June 2017
|
---|---|
Authors: | Anderson, Anthony Jerome ; Long, Michael Stuart |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 20.2017, 2, p. 1-36
|
Subject: | Bond liquidity | on-the-run | Unternehmensanleihe | Corporate bond | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Staatspapier | Government securities | Theorie | Theory | Risikoprämie | Risk premium |
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