Author:
Avouyi-Dovi Sanvi,Idier Julien
Subject
Economics and Econometrics,Finance
Reference35 articles.
1. Regime switches in interest rates;Ang;Journal of Business & Economic Statistics,2002
2. Liquidity, maturity, and the yields on U.S. treasury securities;Amihud;Journal of Finance,1991
3. Avouyi-Dovi, S., Idier, J., 2010. Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market. Banque de France Working Paper 278.
4. Power and bipower variation with stochastic volatility and jumps;Barndorff-Nielson;Journal of Financial Econometrics,2004
5. BIS, 2008. Liquidity Risk: Management and Supervisory Challenges. Basel Committee on Banking Supervision.
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献