@misc{Lange_Daniel_Liquidity_2010,
 author={Lange, Daniel},
 year={2010},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Argumenta Oeconomica, 2010, Nr 1 (24), s. 125-148},
 publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu},
 language={eng},
 type={artykuł},
 title={Liquidity effects in the German bond market: findings from the jumbo pfandbriefe segment},
 keywords={bond market, principal components analysis, affine model, Germany, Kalman filter, liquidity risk, term structure},
}