First Page | Document Content | |
---|---|---|
Date: 2012-01-12 12:02:16Statistics Regression analysis Fixed income market Yield curve Summary statistics Normal distribution Variance Interest rate Liquidity premium Heteroscedasticity Standard deviation Errors and residuals | An Estimate of the Liquidity PremiumAdd to Reading ListSource URL: www.econ.ohio-state.eduDownload Document from Source WebsiteFile Size: 2,11 MBShare Document on Facebook |
The TIPS Liquidity Premium Martin M. Andreasen† Jens H. E. Christensen‡ Kevin Cook§ Simon Riddell∗DocID: 1sdI1 - View Document | |
A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPRDocID: 1rfxg - View Document | |
An Estimate of the Liquidity PremiumDocID: 1quOG - View Document | |
CG_LSAP_and_TIPS_liquidity_20160107_JC.dviDocID: 1qis4 - View Document | |
PRICING METHODOLOGY 1. Remaco Pricing Methodology RDL provides pricing indications for bond coupons, bonds being issued at par (100%). The coupon is determined accordingly. Since investors participate in a tender processDocID: 1ppQP - View Document |