Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany

Christoph Wegener, Tobias Basse, Philipp Sibbertsen, Duc Khuong Nguyen. Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany. Annals OR, 282(1-2):407-426, 2019. [doi]

@article{WegenerBSN19,
  title = {Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany},
  author = {Christoph Wegener and Tobias Basse and Philipp Sibbertsen and Duc Khuong Nguyen},
  year = {2019},
  doi = {10.1007/s10479-019-03326-8},
  url = {https://doi.org/10.1007/s10479-019-03326-8},
  researchr = {https://researchr.org/publication/WegenerBSN19},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {282},
  number = {1-2},
  pages = {407-426},
}