The Time Variation of Liquidity Risk on US Stock Markets
Year of publication: |
2018
|
---|---|
Authors: | Ludwig, Michael |
Published in: |
Credit and Capital Markets – Kredit und Kapital. - ISSN 2199-1235. - Vol. 51.2018, 2, p. 205-225
|
Publisher: |
Berlin : Duncker & Humblot |
Subject: | CAPM | liquidity risk | regime switching model | time variation | liquidity betas |
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