Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/22/3/925/5368337/hhm088.pdf
Reference27 articles.
1. Asset pricing with liquidity risk
2. Asset pricing and the bid-ask spread
3. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
4. Are “Teenies” Better?
5. Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
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