1. Panel A shows the results using the full time sample in which both the IDB index and liquidity measures exist, and Panel B shows the results excluding the first half of the full sample. The independent variables are the interdealer broker (IDB) index, the depth of the order book for a five-year on-the-run Treasury bond, the bid-ask spread for a five-year one-the-run Treasury bond, and an aggregate liquidity index from Adrian et al;The table above shows the results from forecasting the one-year excess return of a Fama-Bliss five-year zero coupon bond,2017
2. Leitlinie
3. Systematic Theoretical Study of Ethylene Adsorption on MoC(001), TiC(001), and ZrC(001) Surfaces