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Measuring liquidity in bond markets
Schestag, Raphael; Schuster, Philipp; Uhrig-Homburg, … - In: The review of financial studies 29 (2016) 5, pp. 1170-1219
Persistent link: https://www.econbiz.de/10011530017
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When selling becomes viral : disruptions in debt markets in the COVID-19 crisis and the Fed's response
Haddad, Valentin; Moreira, Alan; Muir, Tyler - In: The review of financial studies 34 (2021) 11, pp. 5309-5351
Persistent link: https://www.econbiz.de/10012655628
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How is liquidity priced in global markets?
Chaieb, Ines; Errunza, Vihang R.; Langlois, Hugues - In: The review of financial studies 34 (2021) 9, pp. 4216-4268
Persistent link: https://www.econbiz.de/10012621495
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A theory of liquidity spillover between bond and CDS markets
Sambalaibat, Batchimeg - In: The review of financial studies 35 (2022) 5, pp. 2525-2569
Persistent link: https://www.econbiz.de/10013188969
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Price impact or trading volume : why Is the Amihud (2002) measure priced?
Lou, Xiaoxia; Shu, Tao - In: The review of financial studies 30 (2017) 12, pp. 4481-4520
Persistent link: https://www.econbiz.de/10011924600
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Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - In: The review of financial studies 33 (2020) 2, pp. 689-746
Persistent link: https://www.econbiz.de/10012197990