Sökning: "Omar Aboumaria"

Hittade 1 uppsats innehållade orden Omar Aboumaria.

  1. 1. Corporate Bond Inventories and Liquidity Risk Pricing

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Omar Aboumaria; Alexander Ekman; [2022]
    Nyckelord :Liquidity risk; Corporate bond; Inventory cycles; Dealer Inventory;

    Sammanfattning : This paper studies the pricing of liquidity risk in the cross section of corporate bonds for the period of October 2004 to December 2020 following the method presented by Lin et al. (2011). Furthermore, it examines the relationship between liquidity pricing and inventory cycles. LÄS MER