@misc{Lange_Daniel_Liquidity_2010, author={Lange, Daniel}, year={2010}, rights={Wszystkie prawa zastrzeżone (Copyright)}, publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu}, description={Argumenta Oeconomica, 2010, Nr 1 (24), s. 125-148}, language={eng}, title={Liquidity effects in the German bond market: findings from the jumbo pfandbriefe segment}, type={artykuł}, keywords={bond market, principal components analysis, affine model, Germany, Kalman filter, liquidity risk, term structure}, }