How Does Liquidity Affect Government Bond Yields?
Year of publication: |
2007-06-01
|
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Authors: | Favero, Carlo ; Pagano, Marco |
Institutions: | Centro Studi di Economia e Finanza (CSEF) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | published in the Journal of Financial and Quantitative Analysis, Vol. 45, No. 1, February 2010, 107-134 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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