Liquidity risk and specialness

Author:

Buraschi Andrea,Menini Davide

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference28 articles.

1. Estimating and Interpreting the Yield Curve;Anderson,1997

2. Bandi, F., Nguyen, T.H., 2000. Fully non-parametric estimators for diffusions: a small sample analysis. Unpublished working paper, The University of Chicago.

3. Bansal, R., Dahlquist, M., 1999. The forward premium puzzle: different tales from developed and emerging economies. CEPR working paper, No. 2169.

4. On biases in tests of the expectations hypothesis of the term structure of interest rates;Bekaert;Journal of Financial Economics,1997

5. A defense of traditional hypotheses about the term structure of interest rates;Campbell;Journal of Finance,1986

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