Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"liquidity premia"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
liquidity premia
24
Liquidität
23
Liquidity
22
Risikoprämie
11
Risk premium
11
Theorie
11
Theory
11
Schätzung
9
Zinsstruktur
9
Estimation
8
Portfolio-Management
8
Yield curve
8
Geldpolitik
7
Monetary policy
7
Portfolio selection
7
credit risk
7
financial crisis
7
Finanzkrise
6
aging effect
6
bond liquidity
6
equilibrium
6
heterogeneous agents
6
term structure of liquidity premia
6
trading volume
6
Allgemeines Gleichgewicht
5
Financial crisis
5
General equilibrium
5
Kreditrisiko
5
Liquidity premia
5
Transaction costs
5
Transaktionskosten
5
Bank liquidity
4
Bankenliquidität
4
Benchmark Government Bonds
4
Bid/Ask Spread
4
Credit and Liquidity Premia
4
Credit risk
4
EU-Staaten
4
Exchange rate
4
Market liquidity
4
more ...
less ...
Online availability
All
Free
28
Undetermined
10
Type of publication
All
Book / Working Paper
34
Article
9
Other
1
Type of publication (narrower categories)
All
Working Paper
20
Arbeitspapier
15
Graue Literatur
14
Non-commercial literature
14
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
32
Undetermined
12
Author
All
Schuster, Philipp
6
Uhrig-Homburg, Marliese
6
Antzoulatos, Angelos A.
4
Annaert, Jan
3
Biefang-Frisancho Mariscal, Iris
3
Gehde-Trapp, Monika
3
Howells, Peter G. A.
3
Linnemann, Ludger
3
Schabert, Andreas
3
Trapp, Monika
3
Vespro, Cristina
3
Wong, Woon K.
3
Yao, Wanru
3
Bianchi, Javier
2
Bigio, Saki
2
Dai, Min
2
Engel, Charles
2
García, Juan Ángel
2
Gimeno, Ricardo
2
Goyal, Amit
2
Rime, Dagfinn
2
Schrimpf, Andreas
2
Subrahmanyam, Avanidhar
2
Swaminathan, Bhaskaran
2
Syrstad, Olav
2
Van Roy, Patrick
2
Barbosa, Lúcio Otávio Seixas
1
Barkhagen, Mathias
1
Blomvall, Jörgen
1
Carré, Sylvain
1
Ceuster, Marc De
1
Chen, Yingshan
1
Christopoulos, Andreas D.
1
De Ceuster, Marc
1
De Ceuster, Marc J.
1
Gaegauf, Luca
1
Garcia, Juan Angel
1
Gianfelice, Gianfranco
1
Gimeno Nogués, Ricardo
1
Goncalves-Pinto, Luis
1
more ...
less ...
Institution
All
Econometric Society
4
HWWA Institut für Wirtschaftsforschung
2
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Banco de España
1
Department of Accounting, Economics and Finance, Bristol Business School
1
Department of Economics, Trinity College
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Staatswissenschaftliches Seminar, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
more ...
less ...
Published in...
All
Econometric Society 2004 North American Winter Meetings
4
Working paper / Centre for Financial Research
3
Applied economics
2
CFR Working Papers
2
Discussion papers / CEPR
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research paper series / Swiss Finance Institute
2
Banco de España Working Papers
1
CFR Working Paper
1
Cardiff Economics Working Papers
1
Cardiff economics working papers
1
Discussion Paper Series / HWWA Institut für Wirtschaftsforschung
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Documentos de trabajo / Banco de España
1
HWWA Discussion Paper
1
HWWA Discussion Papers
1
International review of applied economics
1
Journal of banking & finance
1
Journal of international economics
1
Mathematics of operations research
1
NBB Working Paper
1
Preprinty NIU VŠE / 9
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of financial economics : RFE
1
SNB working papers
1
Working Paper
1
Working Paper Research
1
Working Paper Series in Economics
1
Working Papers / Department of Accounting, Economics and Finance, Bristol Business School
1
Working Papers / Department of Economics, Trinity College
1
Working paper
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
RePEc
13
EconStor
5
BASE
2
Showing
11
-
20
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Liquidity and credit risks in the UK's financial crisis: How "quantitative easing" changed the relationship
Wong, Woon K.
;
Biefang-Frisancho Mariscal, Iris
;
Yao, Wanru
-
2016
central bank's liquidity provisions, we provide evidence that the QE operations were successful in reducing
liquidity
premia
…
Persistent link: https://www.econbiz.de/10011787152
Saved in:
12
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp
;
Trapp, Monika
;
Uhrig-Homburg, Marliese
-
2016
We analyze the impact of market frictions on trading volume and
liquidity
premia
of finite maturity assets when …
Persistent link: https://www.econbiz.de/10011450065
Saved in:
13
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp
;
Gehde-Trapp, Monika
;
Uhrig-Homburg, …
-
2016
We analyze the impact of market frictions on trading volume and
liquidity
premia
of finite maturity assets when …
Persistent link: https://www.econbiz.de/10011449872
Saved in:
14
Liquidity and credit risks in the UK's financial crisis : how "quantitative easing" changed the relationship
Wong, Woon K.
;
Biefang-Frisancho Mariscal, Iris
;
Yao, Wanru
-
2016
central bank's liquidity provisions, we provide evidence that the QE operations were successful in reducing
liquidity
premia
…
Persistent link: https://www.econbiz.de/10011688262
Saved in:
15
TIPS and the VIX: Spillovers from Stock Market Panic to Breakeven Inflation in an Automated, Non-linear Modeling Framework
Stillwagon, Josh R.
-
Department of Economics, Trinity College
-
2015
This paper examines the determinants of the breakeven inflation rate (BEI) on 5 and 10 year US Treasury inflation protected securities (TIPS). The estimation is conducted using a bias-corrected, automated model selection algorithm with indicator saturation and non-linearities. The vast majority...
Persistent link: https://www.econbiz.de/10011252520
Saved in:
16
Recovering the real-world density and
liquidity
premia
from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
17
Covered interest parity arbitrage
Rime, Dagfinn
;
Schrimpf, Andreas
;
Syrstad, Olav
-
2019
Persistent link: https://www.econbiz.de/10012130967
Saved in:
18
Liquidity and credit risks in the UK's financial crisis : how 'quantitative easing' changed the relationship
Wong, Woon K.
;
Biefang-Frisancho Mariscal, Iris
; …
- In:
Applied economics
51
(
2019
)
3
,
pp. 278-287
Persistent link: https://www.econbiz.de/10012160500
Saved in:
19
Flight-to-liquidity flows in the euro area sovereign debt crisis
García, Juan Ángel
;
Gimeno Nogués, Ricardo
-
2014
and national agency bonds, we construct indicators of
liquidity
premia
in major euro area bond markets ; we document the …
Persistent link: https://www.econbiz.de/10012530456
Saved in:
20
Liquidity
Premia
and Interest Rate Parity
Linnemann, Ludger
;
Schabert, Andreas
-
Staatswissenschaftliches Seminar, Wirtschafts- und …
-
2014
to the (US or foreign) origin of the shock. We demonstrate this empirically and apply a model of
liquidity
premia
on US …
Persistent link: https://www.econbiz.de/10010944704
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
