Price Discovery in the U.S. Treasury Market : The Impact of Orderflow and Liquidity on the Yield Curve
Year of publication: |
March 2003
|
---|---|
Authors: | Brandt, Michael W. |
Other Persons: | Kavajecz, Kenneth A. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | USA | United States | Staatspapier | Government securities | Wertpapierhandel | Securities trading | Zinsstruktur | Yield curve | Liquidität | Liquidity | Börsenkurs | Share price | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w9529 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w9529 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Brandt, Michael W., (2004)
-
Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve
Brandt, Michael W., (2002)
-
Brandt, Michael W., (2003)
- More ...
-
What Does Equity Sector Orderflow Tell Us about the Economy?
Beber, Alessandro, (2010)
-
Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market
Beber, Alessandro, (2006)
-
Flight-to-quality or flight-to-liquidity? : Evidence from the euro-area bond market
Beber, Alessandro, (2006)
- More ...