Benchmarking liquidity proxies : the case of EU sovereign bonds
Year of publication: |
2018
|
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Authors: | Langedijk, Sven ; Monokroussos, George ; Papanagiotou, Evangelia |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 56.2018, p. 321-329
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Subject: | High-frequency data | LCR | Liquidity | Market microstructure | Sovereign bonds | Öffentliche Anleihe | Public bond | Marktmikrostruktur | Liquidität | Schätzung | Estimation | Benchmarking | Öffentliche Schulden | Public debt |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1016/j.iref.2017.11.002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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