Does market liquidity risk affect Euro corporate bond returns more seriously in stress periods?

Aussenegg, Wolfgang, Jelic, Ranko, Chen, Louisa and Maringer, Dietmar (2016) Does market liquidity risk affect Euro corporate bond returns more seriously in stress periods? Bank Underground.

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Item Type: Article
Additional Information: Weblog article, 27 October 2016
Schools and Departments: School of Business, Management and Economics > Business and Management
Subjects: H Social Sciences > HG Finance > HG0178 Liquidity
Depositing User: Joy Blake
Date Deposited: 25 Apr 2018 15:06
Last Modified: 28 Oct 2019 16:23
URI: http://sro.sussex.ac.uk/id/eprint/75410
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