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Estimating liquidity premia in...
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Estimation
Yield curve
14,560
Zinsstruktur
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2,755
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2,326
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945
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Kim, Don H.
27
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21
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19
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17
D'Amico, Stefania
16
Wu, Jing Cynthia
16
Bekaert, Geert
15
Wei, Min
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14
Gerlach, Stefan
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Hautsch, Nikolaus
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Hodrick, Robert J.
13
Bernoth, Kerstin
12
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Hamilton, James D.
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Kugler, Peter
12
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Nyholm, Ken
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11
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Iania, Leonardo
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Tzavalis, Elias
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Wolters, Jürgen
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Audrino, Francesco
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Dewachter, Hans
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Favero, Carlo A.
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Singleton, Kenneth J.
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Centre for Growth and Business Cycle Research <Manchester>
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Chambre de commerce et d'industrie de Paris
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Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
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Journal of banking & finance
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Journal of financial economics
33
International review of economics & finance : IREF
32
NBER Working Paper
31
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Finance and economics discussion series
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Applied economics
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Finance research letters
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Applied economics letters
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Applied financial economics
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International journal of finance & economics : IJFE
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Journal of empirical finance
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Economic modelling
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The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
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CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of econometrics
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The review of financial studies
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Analysis of liquidity-study on Indian mid-cap stocks
Kumar, Gaurav
;
Misra, Arun Kumar
- In:
International journal of economics and finance
7
(
2015
)
10
,
pp. 112-125
Persistent link: https://www.econbiz.de/10011376084
Saved in:
2
An empirical decomposition of the liquidity premium in breakeven inflation rates
Güler, Mustafa Haluk
;
Keleş, Gürsu
;
Polat, Tandoğan
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 185-192
Persistent link: https://www.econbiz.de/10011792013
Saved in:
3
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao
;
Wu, Chunchi
;
Shi, Jian
- In:
China finance review international
7
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
Saved in:
4
International yield co-movements
Bekaert, Geert
;
Ermolov, Andrey
-
2021
Persistent link: https://www.econbiz.de/10012590876
Saved in:
5
Benchmark
tipping in the global bond market
Kreicher, Lawrence
;
McCauley, Robert N.
;
Wooldridge, Philip
-
2014
Persistent link: https://www.econbiz.de/10010434409
Saved in:
6
Estimating interest rate curves by support vector regression
Monteiro, André d'Almeida
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 717-753
Persistent link: https://www.econbiz.de/10008668099
Saved in:
7
Default risk in corporate yield spreads
Dionne, Georges
;
Gauthier, Geneviève
;
Hammami, Khemais
; …
- In:
Financial management
39
(
2010
)
2
,
pp. 707-731
Persistent link: https://www.econbiz.de/10009500493
Saved in:
8
Day long effect of liquidity on stock return : an empirical investigation in a day of political and economic importance in India
Tripathy, Trilochan
;
Ahluwalia, Eshan
- In:
International journal of economics and finance
7
(
2015
)
10
,
pp. 204-214
Persistent link: https://www.econbiz.de/10011376119
Saved in:
9
Estimation accuracy of high-low spread estimator
Lin, Chien-chih
- In:
Finance research letters
11
(
2014
)
1
,
pp. 54-62
Persistent link: https://www.econbiz.de/10010393623
Saved in:
10
Spanning rates as factors in derivative term struture models : theory, empirical analysis and implementation
Haab, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001462593
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