Liquidity and Credit Risk in Fixed Income Markets


Vonhoff, Volker


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URL: https://ub-madoc.bib.uni-mannheim.de/3118
URN: urn:nbn:de:bsz:180-madoc-31182
Document Type: Doctoral dissertation
Year of publication: 2011
Place of publication: Mannheim
Publishing house: Universität Mannheim
University: Universität Mannheim
Evaluator: Bühler, Wolfgang
Date of oral examination: 24 January 2011
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Bühler Em)
Subject: 330 Economics
Classification: JEL: E43 G01 G12 G21 ,
Subject headings (SWD): Liquidität , Kreditrisiko , Anleihe , Pfandbrief
Keywords (English): Liquidity, Credit Risk, Bonds, STRIPS, Pfandbriefe
Abstract: 1 Introduction 2 The Term Structure of Liquidity Premia in the U.S. Treasury Market 3 Liquidity Premia in the Market for German Bunds and STRIPS 4 Liquidity and Credit Risk Premia in the Pfandbrief Market
Translation of the title: Liquidität und Kreditrisiko in Anleihemärkten (German)
Translation of the abstract: 1. Einleitung 2. Die Liquiditäts-Strukturkurve im US-amerikanischen Treasury-Markt 3. Liquiditätsprämien für deutsche Bundesanleihen und STRIPS 4. Liquidität und Kreditrisiko im Pfandbrief-Markt (German)
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Vonhoff, Volker (2011) Liquidity and Credit Risk in Fixed Income Markets. Open Access Mannheim [Doctoral dissertation]
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