An empirical analysis of stock and bond market liquidity
Year of publication: |
2003
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Authors: | Chordia, Tarun ; Sarkar, Asani ; Subrahmanyam, Avanidhar |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Aktienmarkt | Rentenmarkt | Gesamtwirtschaftliche Liquidität | VAR-Modell | Volatilität | Geldpolitik | USA |
Series: | Staff Report ; 164 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 363003657 [GVK] hdl:10419/60642 [Handle] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G23 - Pension Funds; Other Private Financial Institutions ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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An empirical analysis of stock and bond market liquidity
Chordia, Tarun, (2003)
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Chordia, Tarun, (2001)
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