scholarly journals Price impact on term structure

2021 ◽  
pp. 1-25
Author(s):  
Damiano Brigo ◽  
Federico Graceffa ◽  
Eyal Neuman
Keyword(s):  
Term Structure ◽  
Price Impact

scholarly journals Price Impact on Term Structure

2020 ◽  
Author(s):  
Damiano Brigo ◽  
Federico Graceffa ◽  
Eyal Neuman
Keyword(s):  
Term Structure ◽  
Price Impact

The Term Structure of Equity Risk: An Empirical Analysis

CFA Digest ◽  
1997 ◽  
Vol 27 (1) ◽  
pp. 56-57
Author(s):  
H. Kent Baker
Keyword(s):  
Empirical Analysis ◽  
Term Structure ◽  
Equity Risk

The signalling properties of the shape of the credit default swap term structure

2015 ◽  
Vol 17 (4) ◽  
pp. 71-99 ◽  
Author(s):  
Jenny Castellanos ◽  
Nick Constantinou ◽  
Wing Lon Ng
Keyword(s):  
Term Structure ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap

The Term Structure of Bond Market Liquidity

2008 ◽  
Author(s):  
Ruslan Goyenko ◽  
Avanidhar Subrahmanyam ◽  
Andrey Ukhov
Keyword(s):  
Term Structure ◽  
Bond Market ◽  
Market Liquidity
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