Open AccessStudy of Liquidity Risk under HJM Framework
Author(s) -
少华 李
Publication year - 2013
Publication title -
finance
Language(s) - English
Resource type - Journals
eISSN - 2161-0967
pISSN - 2161-0975
DOI - 10.12677/fin.2013.32002
Subject(s) - heath–jarrow–morton framework , market liquidity , liquidity risk , econometrics , forward rate , liquidity premium , liquidity crisis , financial economics , economics , business , monetary economics , interest rate
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