Liquidity and the cost of Funds and Integration of the Eurozone Treasury Bills Market
Year of publication: |
2007-05
|
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Authors: | Biais, Bruno ; Renucci, Antoine ; Saint-Paul, Gilles |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Treasury bills | Treasury auctions | Yield spread | Eurozone | Flight to quality | Microstructure | Liquidité | Liquidity | market microstructure | Volatility | Fourchette de taux | Enchères | Bons du Trésor | Volatilité |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in IDEI Working Papers, 2007 |
Classification: | E44 - Financial Markets and the Macroeconomy ; G15 - International Financial Markets ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; F36 - Financial Aspects of Economic Integration |
Source: |
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