Robust and interpretable liquidity proxies for market and funding liquidity
Riccardo Rebonato and Hong Sherwin
| Year of publication: |
2021
|
|---|---|
| Authors: | Rebonato, Riccardo ; Sherwin, Hong |
| Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 30.2021, 3, p. 67-82
|
| Subject: | Fixed income and structured finance | statistical methods | risk management | Liquidität | Liquidity | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2020.1.103 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423028