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Fabian Dienemann

UNSW Australia Business School, School of Banking and Finance

PhD Student

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

331

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

A New Perspective on the Corporate Bond Liquidity Factor

Number of pages: 59 Posted: 19 Jul 2021 Last Revised: 06 Nov 2021
Fabian Dienemann
UNSW Australia Business School, School of Banking and Finance
Downloads 206 (369,861)

Abstract:

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Liquidity risk, Risk factors, Asset pricing, Corporate bonds

2.

Asymmetry in Liquidity Pricing in the Cross-Section and Time Series of Corporate Bond Returns

Number of pages: 52 Posted: 22 May 2020 Last Revised: 31 Dec 2020
Fabian Dienemann
UNSW Australia Business School, School of Banking and Finance
Downloads 125 (580,653)

Abstract:

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Liquidity; Liquidity risk; Downside risk; Asset pricing; Corporate bonds