Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-019-03326-8.pdf
Reference42 articles.
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3. Bierens, H. J., & Martins, L. F. (2010). Time-varying cointegration. Econometric Theory, 26, 1453–1490.
4. Boesel, N., Kool, C., & Lugo, S. (2018). Do european banks with a covered bond program issue asset-backed securities for funding? Journal of International Money and Finance, 81, 76–87.
5. Boudoukh, J., & Whitelaw, R. F. (1993). Liquidity as a choice variable: A lesson from the japanese government bond market. Review of Financial Studies, 6, 265–292.
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