The quality premium with leverage and liquidity constraints
Year of publication: |
2021
|
---|---|
Authors: | González-Urteaga, Ana ; Rubio, Gonzalo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-13
|
Subject: | Funding constraints | Liquidity constraints | Margin requirements | Quality premium | Security market line | Theorie | Theory | Liquiditätsbeschränkung | Liquidity constraint | Betriebliche Liquidität | Corporate liquidity | Risikoprämie | Risk premium | Liquidität | Liquidity |
-
Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks
Jaccard, Ivan, (2013)
-
Liquidity Constraints, Risk Premia, and the Macroeconomic Effects of Liquidity Shocks
Jaccard, Ivan, (2013)
-
Treasury safety, liquidity, and money premium dynamics : evidence from recent debt limit impasses
Cashin, David, (2020)
- More ...
-
Spillover dynamics effects between risk-neutral equity and Treasury volatilities
González-Urteaga, Ana, (2022)
-
The cross-sectional variation of volatility risk premia
González-Urteaga, Ana, (2016)
-
The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana, (2017)
- More ...