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Comment on: "Systemic sovereign credit risk : lessons from the US and Europe" by Ang and Longstaff
Chen, Hui - In: Journal of monetary economics 60 (2013) 5, pp. 511-516
Persistent link: https://www.econbiz.de/10010196057
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Systemic sovereign credit risk : lessons from the US and Europe
Ang, Andrew; Longstaff, Francis A. - In: Journal of monetary economics 60 (2013) 5, pp. 493-510
Persistent link: https://www.econbiz.de/10010196066
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Systemic Sovereign Credit Risk : Lessons from the U.S. And Europe
Ang, Andrew - 2011
systemic risk. U.S. and Euro systemic shocks are highly correlated, but there is much less systemic risk among U.S. sovereigns …
Persistent link: https://www.econbiz.de/10013125926
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The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
Longstaff, Francis A. - 2002
We examine whether there is a flight-to-liquidity premium in Treasury bond prices by comparing them with prices of bonds issued by Refcorp, a U.S. Government agency, which are guaranteed by the Treasury. We find a large liquidity premium in Treasury bonds, which can be more than fifteen percent...
Persistent link: https://www.econbiz.de/10012787067