Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model (Q5123530)
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scientific article; zbMATH DE number 7252439
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| English | Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model |
scientific article; zbMATH DE number 7252439 |
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Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model (English)
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29 September 2020
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liquidity risk
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on-the-run
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off-the-run
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semi-parameter model
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reduced-form model
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0.7349821925163269
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0.7305310964584351
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0.7117335796356201
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0.7107636332511902
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