Open AccessFunding Liquidity Risk and the Cross-section of MBS Returns
Author(s) -
Yuriy Kitsul,
Marcelo Ochoa
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.052
Subject(s) - market liquidity , prepayment of loan , funding liquidity , liberian dollar , business , liquidity risk , excess return , risk premium , agency cost , monetary economics , financial system , economics , finance , paleontology , corporate governance , context (archaeology) , biology , shareholder
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