Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Michael W. Brandt and Kenneth A. Kavajecz
| Year of publication: |
2004
|
|---|---|
| Authors: | Brandt, Michael W. ; Kavajecz, Kenneth A. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 6, p. 2623-2654
|
| Subject: | Staatspapier | Government securities | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Liquidität | Liquidity | USA | United States | Wirkungsanalyse | Impact assessment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002502852