Investors’ valuation for asset liquidity and the corporate-treasury yield spread
Year of publication: |
2014
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Authors: | Niestroj, Benjamin |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 10, p. 1-16
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Subject: | corporate-treasury bond yield spread | CCAPM | asset pricing | credit risk | liquidity premium | Theorie | Theory | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | CAPM | Liquidität | Liquidity | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Unternehmensanleihe | Corporate bond | Kreditderivat | Credit derivative | Betriebliche Liquidität | Corporate liquidity |
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