Bond liquidity premia
Year of publication: |
2012
|
---|---|
Authors: | Fontaine, Jean-Sébastien ; Garcia, René |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 4, p. 1207-1254
|
Subject: | Staatspapier | Government securities | Rentenmarkt | Bond market | Repo-Geschäft | Repo transactions | Liquidität | Liquidity | Risikoprämie | Risk premium | USA | United States | 1987-2007 |
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