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 [Weblog article, 27 October 2016].

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Item Type: Article
Schools and Departments: University of Sussex Business School > Business and Management
Subjects: H Social Sciences > HG Finance > HG0178 Liquidity
Depositing User: Joy Blake
Date Deposited: 25 Apr 2018 15:06
Last Modified: 21 May 2021 12:07
URI: http://sro.sussex.ac.uk/id/eprint/75410
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