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~language:"eng"
~person:"D'Amico, Stefania"
~person:"Elsinger, Helmut"
~person:"Goldreich, David"
~person:"Guo, Mengmeng"
~person:"Kim, Don H."
~person:"Krishnamurthy, Arvind"
~person:"Lo, Ingrid"
~person:"Vega, Clara"
~subject:"Börsenkurs"
~subject:"Risikoprämie"
~subject:"Risk premium"
~subject:"Schätzung"
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Börsenkurs
Risikoprämie
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Government securities
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USA
46
United States
45
Estimation
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1990-2007
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repo contracts
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D'Amico, Stefania
Elsinger, Helmut
Goldreich, David
Guo, Mengmeng
Kim, Don H.
Krishnamurthy, Arvind
Lo, Ingrid
Vega, Clara
Fleming, Michael J.
11
Durham, J. Benson
9
Wei, Min
9
Caporale, Guglielmo Maria
8
Girardi, Alessandro
7
King, Thomas B.
7
Viceira, Luis M.
7
Jiang, George J.
6
Paesani, Paolo
6
Rebonato, Riccardo
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Brandt, Michael W.
5
Campbell, John Y.
5
Chan, Yeung Lewis
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Dungey, Mardi H.
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Hess, Dieter
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Ng, Serena
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Schmidt-Dengler, Philipp
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Zulehner, Christine
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Bali, Turan G.
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Du, Wenxin
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Elton, Edwin J.
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Gagliardini, Patrick
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Hvozdyk, Lyudmyla
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Kavajecz, Kenneth A.
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Li, Junye
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Ludvigson, Sydney C.
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Pilotte, Eugene A.
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Porchia, Paolo
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Sarno, Lucio
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ECONIS (ZBW)
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EconStor
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The price of future liquidity : time-varying liquidity in the US treasury market
Goldreich, David
(
contributor
);
Hanke, Bernd
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747173
Saved in:
42
The price of future liquidity : time-varying liquidity in the U.S. treasury market
Goldreich, David
;
Hanke, Bernd
;
Nath, Purnendu
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10002866900
Saved in:
43
Behavioral biases of dealers in US Treasury auctions
Goldreich, David
-
2004
Persistent link: https://www.econbiz.de/10002994270
Saved in:
44
The price of future liquidity : time-varying liquidity in the US treasury market
Goldreich, David
;
Hanke, Bernd
;
Nath, Purnendu
-
2003
Persistent link: https://www.econbiz.de/10001762187
Saved in:
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