Liquidity and tail-risk interdependencies in the euro area sovereign bond market
Daragh Clancy, Peter G. Dunne, Pasquale Filiani
| Year of publication: |
2019
|
|---|---|
| Authors: | Clancy, Daragh ; Dunne, Peter G. ; Filiani, Pasquale |
| Publisher: |
Luxembourg : ESM |
| Subject: | Liquidity | Tail risks | Feedback loops | Spillovers | Eurozone | Euro area | Liquidität | Öffentliche Anleihe | Public bond | Spillover-Effekt | Spillover effect | Rentenmarkt | Bond market | EU-Staaten | EU countries | Geldpolitik | Monetary policy | Schätzung | Estimation | Marktliquidität | Market liquidity |
| Extent: | 1 Online-Ressource (circa 60 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series. - Luxembourg : European Stability Mechanism, ISSN 2443-5503, ZDB-ID 2938696-2. - Vol. 41 (2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-92-95085-77-0 |
| Other identifiers: | 10.2852/857957 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200502