Flighty liquidity
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More about this item
Keywords
corporate bond liquidity; quantile regressions; liquidity uncertainty;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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