1. The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data;T Adrian;Staff Reports,2023
2. Liquidity, Maturity, and the Yields on U.S. Treasury Securities;Y Amihud;Journal of Finance,1991
3. The user cost of money;W A Barnett;Economics Letters,1978
4. Economic monetary aggregates: an application of index number and aggregation theory;W A Barnett;Journal of Econometrics,1980
5. Capm Risk Adjustment For Exact Aggregation Over Financial Assets;W A Barnett;Macroeconomic Dynamics,1997