Liquidity risk premia in times of crisis - empirical evidence from the German covered bond market
Christoph Wegener, co-authored with Tobias Basse and Philipp Sibbertsen
| Year of publication: |
2016
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|---|---|
| Authors: | Wegener, Christoph ; Basse, Tobias ; Sibbertsen, Philipp |
| Published in: |
Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness. - Hannover. - 2016, p. 28-42
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| Subject: | Pfandbrief | Covered bond | Liquiditätseffekt | Liquidity effect | Risikoprämie | Risk premium | Rendite | Yield | Finanzkrise | Financial crisis | Schätzung | Estimation | Deutschland | Germany | 1999-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011633906