Liquidity effects in the German bond market: findings from the jumbo pfandbriefe segment
Group publication title: Creator: Subject and Keywords:bond market ; principal components analysis ; affine model ; Germany ; Kalman filter ; liquidity risk ; term structure
Description:Argumenta Oeconomica, 2010, Nr 1 (24), s. 125-148
Publisher:Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Place of publication: Date: Resource Type: Format: Language: Relation:Argumenta Oeconomica, 2010, No 1 (24)
Rights:Wszystkie prawa zastrzeżone (Copyright)
Access Rights:Dla wszystkich w zakresie dozwolonego użytku
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