Ejsing, Jacob W.; Sihvonen, Jukka - European Central Bank - 2009
. Previous studies of liquidity and liquidity premia in government bond
markets, based mainly on data from the U.S. Treasury … been controlled for.
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ECB
Working Paper Series No 1081
August 2009
1 Introduction
Previous studies of liquidity and …
largely neglected in most previous studies on euro area bond market liquidity, is key to
explaining relative pricing along and …