| dbo:abstract
|
- La prime de liquidité est une rémunération complémentaire versée aux investisseurs afin de compenser le manque de liquidité de l'actif acheté. Ainsi les investisseurs, selon la théorie de la préférence pour la liquidité, demande un taux d'intérêts plus élevé pour des obligations à long-terme, ou pour des actifs dont le marché est peu liquide, que pour des actifs comparables sans ces caractéristiques.
* Portail de l’économie
* Portail de la finance (fr)
- In economics, a liquidity premium is the explanation for a difference between two types of financial securities (e.g. stocks), that have all the same qualities except liquidity. It is a segment of a three-part theory that works to explain the behavior of yield curves for interest rates. The upwards-curving component of the interest yield can be explained by the liquidity premium. The reason behind this is that short term securities are less risky compared to long term rates due to the difference in maturity dates. Therefore investors expect a premium, or risk premium for investing in the risky security. Liquidity risk premiums are recommended to be used with longer term investments, where those particular investments are illiquid. Assets that are traded on an organized market are more liquid. Financial disclosure requirements are more stringent for . For a given economic result, organized liquidity and transparency make the value of quoted share higher than the market value of an unquoted share. (en)
|
| dbo:wikiPageID
| |
| dbo:wikiPageLength
|
- 3035 (xsd:nonNegativeInteger)
|
| dbo:wikiPageRevisionID
| |
| dbo:wikiPageWikiLink
| |
| dbp:wikiPageUsesTemplate
| |
| dcterms:subject
| |
| gold:hypernym
| |
| rdf:type
| |
| rdfs:comment
|
- La prime de liquidité est une rémunération complémentaire versée aux investisseurs afin de compenser le manque de liquidité de l'actif acheté. Ainsi les investisseurs, selon la théorie de la préférence pour la liquidité, demande un taux d'intérêts plus élevé pour des obligations à long-terme, ou pour des actifs dont le marché est peu liquide, que pour des actifs comparables sans ces caractéristiques.
* Portail de l’économie
* Portail de la finance (fr)
- In economics, a liquidity premium is the explanation for a difference between two types of financial securities (e.g. stocks), that have all the same qualities except liquidity. It is a segment of a three-part theory that works to explain the behavior of yield curves for interest rates. The upwards-curving component of the interest yield can be explained by the liquidity premium. The reason behind this is that short term securities are less risky compared to long term rates due to the difference in maturity dates. Therefore investors expect a premium, or risk premium for investing in the risky security. Liquidity risk premiums are recommended to be used with longer term investments, where those particular investments are illiquid. (en)
|
| rdfs:label
|
- Prime de liquidité (fr)
- Liquidity premium (en)
|
| owl:sameAs
| |
| prov:wasDerivedFrom
| |
| foaf:isPrimaryTopicOf
| |
| is dbo:wikiPageWikiLink
of | |
| is foaf:primaryTopic
of | |
