Predicting corporate bond illiquidity via machine learning

PDF
Predicting Corporate Bond Illiquidity via Machine Learning-1.pdf - Published
Download (1MB)

DOI:	https://doi.org/10.1080/0015198X.2024.2350952
URL:	https://www.tandfonline.com/doi/full/10.1080/00151...
URN:	urn:nbn:de:bsz:180-madoc-674381
Document Type:	Article
Year of publication:	2024
The title of a journal, publication series:	Financial Analysts' Journal : FAJ
Volume:	80
Issue number:	3
Page range:	103-127
Place of publication:	Philadelphia, PA ; Abingdon
Publishing house:	Taylor & Francis Group ; Routledge
ISSN:	0015-198X , 1938-3312
Publication language:	English
Institution:	Business School > ABWL u. Corporate Governance (Niessen-Ruenzi 2012-)
Pre-existing license:	Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject:	004 Computer science, internet 330 Economics
Keywords (English):	corporate bonds , bond illiquidity , quantitative credit research , illiquidity forecasting , machine learning

	Dieser Eintrag ist Teil der Universitätsbibliographie.
	Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

BASE: Cabrol, Axel ; Drobetz, Wolfgang ; Otto, Tizian ; Puhan, Tatjana Xenia

Google Scholar: Cabrol, Axel ; Drobetz, Wolfgang ; Otto, Tizian ; Puhan, Tatjana Xenia

Downloads per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item