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About: Liquidity premium     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : yago:WikicatEconomicTheories, within Data Space : dbpedia.demo.openlinksw.com associated with source document(s)

Type: yago:Abstraction100002137yago:Cognition100023271yago:EconomicTheory105994935yago:Explanation105793000yago:HigherCognitiveProcess105770664yago:Process105701363yago:PsychologicalFeature100023100bookyago:Theory105989479yago:Thinking105770926yago:WikicatEconomicTheories New Facet based on Instances of this Class

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.