Gauging liquidity risk in emerging market bond index funds
Serge Darolles, Jérémy Dudek, Gaëlle Le Fol
| Year of publication: |
December 2016
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|---|---|
| Authors: | Darolles, Serge ; Dudek, Jérémy ; LeFol, Gaëlle |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 123/124.2016, p. 247-269
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| Subject: | Emerging Markets | Sovereign Debt Market | Liquidity Risk Management | Dynamic Correlation | Regime Switching Models | Schwellenländer | Emerging economies | Liquidität | Liquidity | Welt | World | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Öffentliche Schulden | Public debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in französischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592748