Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Albert S. Kyle, Anna A. Obizhaeva
| Year of publication: |
August 2020
|
|---|---|
| Authors: | Kyle, Albert S. ; Obižaeva, Anna |
| Publisher: |
Moscow : CEFIR |
| Subject: | market microstructure | liquidity | bid-ask spread | market impact,transaction costs | order size | invariance | fixed income | banking | systemic risk,repo market | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs | Finanzmarkt | Financial market | Liquidität | Liquidity | Anleihe | Bond | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Börse | Bourse | Bankenliquidität | Bank liquidity | Repo-Geschäft | Repo transactions |
| Extent: | 1 Online-Ressource (circa 33 Seiten) |
|---|---|
| Series: | NES working paper series : working paper. - [Moskva] : [Rossijskaja Ėkonomičeskaja Škola], ZDB-ID 3059845-X. - Vol. no. 271 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012494216