Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model
Year of publication: |
2010
|
---|---|
Authors: | Chang, Jung Hsien ; Hung, Mao Wei |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 37.2010, 3, p. 359-374
|
Publisher: |
Taylor & Francis Journals |
Subject: | liquidity risk | on-the-run | off-the-run | semi-parameter model | reduced-form model |
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