Premio por riesgo de liquidez en el mercado interbancario, para un grupo de economías emergentes
This article studies the behavior of liquidity premia with data from interbank deposits and swaps, for the period june 2006 to october 2009, thus including the financial crisis. For the USA market the liquidity premium presents a relatively low volatility and an average of 42 annual basis points. Fo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Chile
2012-02-01
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| Series: | Estudios de Administración |
| Online Access: | https://estudiosdeadministracion.uchile.cl/index.php/EDA/article/view/56386 |