Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator
Author(s) -
Carmen Broto,
Matías Lamas
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2767371
Subject(s) - fixed income , market liquidity , economics , econometrics , financial economics , monetary economics , business , finance , bond
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