Market-wide illiquidity and the distribution of non-parametric stochastic discount factors

  1. Abad, D.
  2. Nieto, B.
  3. Pascual, R.
  4. Rubio, G.
Journal:
International Review of Financial Analysis

ISSN: 1057-5219

Year of publication: 2023

Volume: 87

Type: Article

DOI: 10.1016/J.IRFA.2023.102650 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus