The term structure of illiquidity premia

Journal of Banking and Finance

Volumn 36, Issue 5, 2012, Pages 1381-1391

  Kempf, Alexander ^a   Korn, Olaf ^b   Uhrig Homburg, Marliese ^c  

^a UNIVERSITY OF COLOGNE   (Germany)

^b UNIVERSITY OF GÖTTINGEN   (Germany)

^c KARLSRUHE INSTITUTE OF TECHNOLOGY   (Germany)

Author keywords

Bond liquidity; Liquidity risk; Term structure of illiquidity premia

Indexed keywords

EID: 84858279053     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.12.003     Document Type: Article

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