Gauging Liquidity Risk in Emerging Market Bond Index Funds
Year of publication: |
2017
|
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Authors: | Darolles, Serge |
Other Persons: | Dudek, Jérémy (contributor) ; Le Fol, Gaëlle (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Schwellenländer | Emerging economies | Welt | World | Indexanleihe | Index-linked bond | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annals of Economics ans Statistics, Vol 123/124, Dec. 2016, 247-269 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2016 erstellt Volltext nicht verfügbar |
Classification: | C01 - Econometrics ; C32 - Time-Series Models ; G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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