03-030/2 - How to measure Corporate Bond Liquidity?

  • Authors
    Patrick Houweling, Faculty of Economics, Erasmus University Rotterdam; Albert Mentink, Faculty of Economics, Erasmus University Rotterdam; Ton Vorst, VU University Amsterdam
  • Publication date
    March 27, 2003
  • Keywords
    liquidity; corporate bonds; Fama-French model; euro market.
  • JEL
    C13; G12.
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