Affiliation:
1. European Investment Bank; Luxembourg
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference22 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. Liquidity, maturity, and the yields on U.S. Treasury securities;Amihud;Journal of Finance,1991
3. Flight-to-quality or flight-to-liquidity? Evidence from the euro-area bond market;Beber;Review of Financial Studies,2009
4. Blanco R 2001 The euro-area government securities markets: recent developments and implications for market functioning
5. A quasi maximum likelihood approach for large approximate dynamic factor models;Doz;The Review of Economics and Statistics,2012
Cited by
2 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