Noise as a liquidity measure : evidence from the JGB market
Year of publication: |
2021
|
---|---|
Authors: | Hattori, Takahiro |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-15
|
Subject: | Bank of Japan | Commonality of liquidity | JGB | Limits to arbitrage | Liquidity | Japan | Liquidität | Bankenliquidität | Bank liquidity | Arbitrage | Betriebliche Liquidität | Corporate liquidity | Marktliquidität | Market liquidity |
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