Liquidity premium in the presence of stock market crises and background risk (Q4682995)

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scientific article; zbMATH DE number 6939207
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Liquidity premium in the presence of stock market crises and background risk
scientific article; zbMATH DE number 6939207

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    Liquidity premium in the presence of stock market crises and background risk (English)
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    19 September 2018
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    portfolio choice
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    liquidity
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    transaction costs
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