State-dependent variations in the expected illiquidity premium (Q4555719)
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scientific article; zbMATH DE number 6981988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | State-dependent variations in the expected illiquidity premium |
scientific article; zbMATH DE number 6981988 |
Statements
State-Dependent Variations in the Expected Illiquidity Premium (English)
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20 November 2018
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illiquidity premium
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Markov switching model
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economic states
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stock market liquidity
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business cycle
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0.7545827627182007
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0.7160341143608093
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0.6913095712661743
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0.676708996295929
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0.6656742691993713
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