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  • Search: subject:"liquidity premia"
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Year of publication
Subject
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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
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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
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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
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Institution
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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
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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
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Source
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ECONIS (ZBW) 24 RePEc 13 EconStor 5 BASE 2
Showing 11 - 20 of 44
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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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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
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Cover Image
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
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Covered interest parity arbitrage
Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2019
Persistent link: https://www.econbiz.de/10012130967
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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
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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:
Cover Image
Flight-to-liquidity flows in the euro area sovereign debt crisis
García, Juan Ángel; Gimeno, Ricardo - Banco de España - 2014
sovereign and national agency bonds, we construct indicators of liquidity premia in major euro area bond markets; we document …
Persistent link: https://www.econbiz.de/10011105509
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