Nonlinear structural estimation of corporate bond liquidity
Author:
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11156-024-01323-y.pdf
Reference55 articles.
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3. Acharya VV, Amihud Y, Bharath ST (2013) Liquidity risk of corporate bond returns: a conditional approach. J Financ Econ 110:358–386
4. Adrian T, Fleming M, Shachar O, Vogt E (2017) Market liquidity after the financial crisis. Annu Rev Financ Econ 9:43–83
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