Estimating liquidity premia in the Spanish government securities market
Year of publication: |
2004
|
---|---|
Authors: | Alonso, Francisco ; Blanco, Roberto ; Rio, Ana Del ; Sanchis, Alicia |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 10.2004, 6, p. 453-474
|
Publisher: |
Taylor & Francis Journals |
Subject: | liquidity premium | bid-ask spread | yield curve | benchmark |
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