网络流动性和信用风险溢价 网络释义 1. 流动性和信用风险溢价 ...定性要求的溢价补偿。 c )流动性和信用风险溢价(Liquidity and Credit Risk Premia) :投资者对于低流动 性和高信用风险 … bg.panlv.net|基于3个网页
Further, no detailed empirical examination of both liquidity and risk premia in the New Zealand electricity futures market are discernible. Using data from October 2009 to December 2015, we address these gaps in the literature. We find that liquidity has been gradually increasing and that a policy...
LiquidityRiskPremiaandBreakevenInflationRatesByPuShenInrecentyears,monetarypolicymakershavemonitoredseveralmeas-uresofmarketexpectationsoffut..
After correcting for liquidity and inflation risk premia, long-term inflation expectations extracted from bond prices have remained remarkably stable at the ... P Hördahl,O Tristani - 《International Journal of Central Banking》 被引量: 42发表: 2014年 Inflation Risk Premia and Survey Evidence ...
Liquidity premia and interest rate parity Monetary policy shocksLiquidity premiaDue to the US dollar's dominant role for international trade and finance, risk-free assets denominated in US currency ... L Linnemann,A Schabert - 《Journal of International Economics》 被引量: 17发表: 2015年 Monetar...
California will require home insurers to offer policies in high-risk wildfire areas Reverse mortgage leaders on partnering with the forward side in 2025 Treasury, FHFA take key steps for ‘orderly’ exit of GSEs from conservatorship HousingWire ...
Nanda, V and R Singh (1998): “Mutual fund structures and the pricing of liquidity”, Working Paper, University of Michigan Business School. Pastor, L and R F Stambaugh (2001): “Liquidity risk and expected stock returns”, Working Paper, University of Chicago Graduate School of Business. ...
First, CDS premia are used as the most direct measure of the size of the credit risk component in euro area government bonds. We obtain the single-name CDS premia for each of the ten euro area sovereigns from IHS Markit for this purpose. Our study focuses on the 5-year maturity, since...
BANKS, MATURITY MISMATCHES AND LIQUIDITY CRISES BANKS, MATURITY MISMATCHES AND LIQUIDITY CRISES by Ramkishen S. Rajan* August 1999 * School of Economics, University of Adelaide, Australia and Institute of Policy Studies, Singapore. E-mail: ramkishen.rajan@adelaide.edu.au.
Essays in Financial Economics: Currency Risk and Pricing Kernal Volatility, CDS and Sovereign Bond Market Liquidity, CDS as Sovereign Debt Collateral Essay 1: CDS and Sovereign Bond Market Liquidity During the recent debt crisis in Europe, policy makers responded to the controversy surrounding CDS by...