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Watering the Garden of Government Securities:Measuring the "Bunching" Effect in Euro Sovereign Bond Markets
Coppola, Andrea
;
Piga, Gustavo
-
Dipartimento del Tesoro, Ministero dell'Economia e …
existing literature, we find a negative correlation between liquidity and
bond
yields
. …
Persistent link: https://www.econbiz.de/10005039568
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