How Does Liquidity Affect Government Bond Yields?

Journal of Financial and Quantitative Analysis 2010 / 2 Vol. 45; Iss. 1

How Does Liquidity Affect Government Bond Yields?

Favero, Carlo, Pagano, Marco, von Thadden, Ernst-Ludwig
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Volume:
45
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109009990494
Date:
February, 2010
File:
PDF, 301 KB
english, 2010
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