Valutation, Liquidity and Risk in Government Bond Markets

Author:

Favero Carlo A.,Pagano Marco,von Thadden Ernst-Ludwig

Publisher

Elsevier BV

Reference29 articles.

1. Asset Pricing with Liquidity Risk;Viral V Acharya;Journal of Financial Economics,2004

2. A Theory of Intraday Patterns: Volume and Price Variability;R Admati;Review of Financial Studies,1988

3. Asset pricing and the bid-ask spread;Yakov Amihud;Journal of Financial Economics,1986

4. Liquidity, maturity, and the yields on U.S. Treasury securities;Yakov Amihud;Journal of Finance,1991

5. How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?;Vivek Arora;IMF-StaffPapers,2001

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