Goldreich, David (contributor); Hanke, Bernd (contributor); … - 2003 - [Elektronische Ressource]
The Price of Future Liquidity:
Time-Varying Liquidity in the U.S. Treasury Market
David Goldreicha,b, Bernd Hankea and … Purnendu Natha
First Draft: September 2001
This Draft: March 2003
JEL classi…cation: G12, G14
Keywords: Liquidity, Asset … Liquidity:
Time-Varying Liquidity in the U.S. Treasury Market
ABSTRACT. This paper examines the price di¤erences between very …