university website

K.E. Bouwman (Kees), B. Buis (Boyd), M. Pieterse-Bloem (Mary) and W.W. Tham (Wing Wah)

2015

A practical approach to constructing price-based funding liquidity factors

Publication

Publication

International Review of Economics and Finance , Volume 40 p. 90- 97

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


User Publication Person Organisation Collection
Close