Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Marliese Uhrig-Homburg

The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds

SSRN Electronic Journal

English

Liquidity and Its Impact on Bond Prices

Schmalenbach Business Review

English

Related publications

Quantitative Easing and Liquidity in the Japanese Government Bond Market

SSRN Electronic Journal

English

How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis

SSRN Electronic Journal

English

The Capitalization of Taxes in Bond Prices: Evidence From the Market for Government of Canada Bonds

Journal of Banking and Finance

English

Estimating Liquidity Premia in the Spanish Government Securities Market

European Journal of Finance

English

Liquidity and Market Structure

Journal of Finance

English

Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields

Journal of Banking and Finance

English

Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market

SSRN Electronic Journal

English

An Analysis of Liquidity Skewness for European Sovereign Bond Markets

Finance Research Letters

English

Assessing the Risks to the Japanese Government Bond (JGB) Market

IMF Working Papers

English