Measuring treasury market liquidity
Year of publication: |
2003
|
---|---|
Authors: | Fleming, Michael J. |
Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 9.2003, 3, p. 83-108
|
Subject: | Staatspapier | Government securities | Liquidität | Liquidity | Messung | Measurement | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | USA | United States | 1997-2000 |
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