SStudyAcademic Library

Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market · Study

Home/Credit Risk and Financial Regulations

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Alessandro Beber, Michael W. Brandt, Kenneth A. Kavajecz

2006-01-01preprintSSRN Electronic Journal154 citationsgreen

No readable copy stored yet — this record is metadata only.

Credit Risk and Financial Regulations Financial Markets and Investment Strategies Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 154 citations exist upstream.

References

2003Liquidity Risk and Expected Stock Returns

1986Asset pricing and the bid-ask spread

1987Parsimonious Modeling of Yield Curves

2005Asset pricing with liquidity risk

2001The Determinants of Credit Spread Changes

2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

2000Commonality in liquidity

2004The relationship between credit default swap spreads, bond yields, and credit rating announcements

Cited by

2013TBA Trading and Liquidity in the Agency MBS Market

2009Are Liquidity and Information Risks Priced in the Treasury Bond Market?

2012Recent Estimates of Sovereign Risk Premia for Euro-Area Countries

2018Measuring the propagation of financial distress with Granger-causality tail risk networks

2015The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area

2020Term Spreads and the COVID-19 Pandemic: Evidence from International Sovereign Bond Markets

2013Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?

2013The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions

Details

Year2006

Typepreprint

VenueSSRN Electronic Journal

Languageen

Files0 public / 0

Identifiers

doi10.2139/ssrn.891736

openalex_workW2098513640

Links

Imported from OpenAlex (CC0) — nothing here is generated.