How can information on CDS contracts be used to estimate liquidity premium in the bond market
Polina Tarasova
| Year of publication: |
2012
|
|---|---|
| Authors: | Tarasova, Polina |
| Published in: |
Market risk and financial markets modeling. - Berlin : Springer, ISBN 3-642-27930-9. - 2012, p. 247-254
|
| Subject: | Marktliquidität | Market liquidity | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009514429