Liquidity and Credit Risk Premia in Government Bond Yields
Year of publication: |
2012
|
---|---|
Authors: | Ejsing, Jacob |
Other Persons: | Grothe, Magdalena (contributor) ; Grothe, Oliver (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Theorie | Theory | Zinsstruktur | Yield curve | Liquidität | Liquidity | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Series: | ECB Working Paper ; No. 1440 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2065975 [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Much ado about nothing : a study of differential pricing and liquidity of short and long term bonds
Driessen, Joost, (2018)
-
Sovereign bond spreads and credit sensitivity
Schefer, Ricardo, (2020)
-
Prices and volatilities in the corporate bond market
Bao, Jack, (2015)
- More ...
-
Liquidity and credit risk premia in government bond yields
Ejsing, Jacob, (2012)
-
Liquidity and credit risk premia in government bond yields
Ejsing, Jacob Wellendorph, (2012)
-
Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph, (2015)
- More ...