Liquidity risk and the term structure of interest rates
Robert A. Jarrow; Alexandre F. Roch
| Year of publication: |
2015
|
|---|---|
| Authors: | Jarrow, Robert A. ; Roch, Alexandre F. |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 1, p. 57-83
|
| Subject: | Liquidity risk | Fixed income markets | Completeness | No arbitrage | Zinsstruktur | Yield curve | Theorie | Theory | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010500696