Liquidity risk of corporate bond returns : conditional approach
Viral V. Acharya; Yakov Amihud; Sreedhar T. Bharath
| Year of publication: |
2013
|
|---|---|
| Authors: | Acharya, Viral V. ; Amihud, Yakov ; Bharath, Sreedhar T. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 2, p. 358-386
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| Subject: | Liquidity risk | Credit spreads | Default | Recession | Flight to liquidity | Unternehmensanleihe | Corporate bond | Liquidität | Liquidity | Kreditrisiko | Credit risk | Betriebliche Liquidität | Corporate liquidity | Zinsstruktur | Yield curve | Bankenliquidität | Bank liquidity | Risikoprämie | Risk premium | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity | Insolvenz | Insolvency | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010208670