The determinants of liquidity commonality in the Euro-area sovereign bond market
Author:
Affiliation:
1. University of Greenwich, London, UK
2. ASEAN+3 Macroeconomic Research Office, Singapore, Singapore
3. Vrije Universiteit Amsterdam, Amsterdam, Netherlands
4. Bank of Spain, Madrid, Spain
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2022.2100269
Reference82 articles.
1. Asset pricing with liquidity risk
2. Liquidity and leverage
3. “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
4. Measuring Economic Policy Uncertainty*
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