Market-making costs in Treasury bills : a benchmark for the cost of liquidity
Year of publication: |
2010
|
---|---|
Authors: | Griffiths, Mark D. ; Lindley, James T. ; Winters, Drew B. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 9, p. 2146-2157
|
Subject: | Staatspapier | Government securities | Geld-Brief-Spanne | Bid-ask spread | USA | United States | 1988-2001 |
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