A practical approach to constructing price-based funding liquidity factors

2015

Additional Metadata
Keywords	Affine term structure models, Flight-to-quality, Funding liquidity, Liquidity premium
Persistent URL	doi.org/10.1016/j.iref.2015.02.007, hdl.handle.net/1765/91000
Journal	International Review of Economics and Finance
Rights	nos subscription
Organisation	Department of Econometrics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Bouwman, K., Buis, B., Pieterse-Bloem, M., & Tham, W. W. (2015). A practical approach to constructing price-based funding liquidity factors. International Review of Economics and Finance, 40, 90–97. doi:10.1016/j.iref.2015.02.007

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