The liquidity premium in China’s corporate bond market : a stochastic liquidity discount approach
Year of publication: |
2022
|
---|---|
Authors: | Min, Xiaoping ; Ji, Min |
Subject: | corporate bonds | stochastic liquidity discount | liquidity premium | liquidity spread | Merton model | Unternehmensanleihe | Corporate bond | Liquidität | Liquidity | Marktliquidität | Market liquidity | Risikoprämie | Risk premium | Theorie | Theory | China | Zinsstruktur | Yield curve | Betriebliche Liquidität | Corporate liquidity | Wertpapierhandel | Securities trading |
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