Auflistung LIF-SAFE Working Papers nach Autor "Nijman, Theodore E."
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Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds
Driessen, Joost; Nijman, Theodore E.; Simon, Zorka (2018-11-01)Are yields of long-maturity bonds distorted by demand pressure of clientele investors, regulatory effects, or default, flight-to-safety or liquidity premiums? Using data on German nominal bonds between 2005 and 2015, we ...