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12-140/IV - Aggregate Stock Market Illiquidity and Bond Risk Premia


  • Authors
    Kees E. Bouwman, Erasmus University Rotterdam; Elvira Sojli, Erasmus University Rotterdam; Wing Wah Tham, Erasmus University Rotterdam
  • Publication date
    December 12, 2012
  • Keywords
    Market liquidity; Bond risk premia; Flight-to-quality
  • JEL
    G10; G20; G14