Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Year of publication: |
2019
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Authors: | Wegener, Christoph ; Basse, Tobias ; Sibbertsen, Philipp ; Nguyen, Duc Khuong |
Published in: |
Application of operations research to financial markets. - New York, NY, USA : Springer. - 2019, p. 407-426
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Subject: | Liquidity risk | Covered bonds | Fractional cointegration | Deutschland | Germany | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Risiko | Risk | Kointegration | Cointegration | Pfandbrief | Covered bond | Liquidität | Liquidity | Öffentliche Anleihe | Public bond | Finanzkrise | Financial crisis | Rentenmarkt | Bond market |
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