The price of future liquidity : time-varying liquidity in the U.S. treasury market
Year of publication: |
2005
|
---|---|
Authors: | Goldreich, David ; Hanke, Bernd ; Nath, Purnendu |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 9.2005, 1, p. 1-32
|
Subject: | Staatspapier | Government securities | Liquidität | Liquidity | CAPM | Schätzung | Estimation | USA | United States |
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