Intraday pricing and liquidity of Italian and German treasury auctions
Year of publication: |
2018
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Authors: | Bellia, Mario |
Published in: |
Essays on empirical market microstructure and high frequency data. - Frankfurt am Main. - 2018, p. 95-172
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Subject: | Italien | Italy | Deutschland | Germany | Staatspapier | Government securities | Auktionstheorie | Auction theory | Schätzung | Estimation | Auktion | Auction | Liquidität | Liquidity | Öffentliche Anleihe | Public bond |
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