An analysis of liquidity skewness for European sovereign bond markets
Wei Yan, Philip Hamill, Youwei Li, Samuel A. Vigne, James Waterworth
| Year of publication: |
2018
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|---|---|
| Authors: | Yan, Wei ; Hamill, Philip A. ; Li, Youwei ; Vigne, Samuel A. ; Waterworth, James |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 274-280
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| Subject: | Liquidity | Bid-ask spread | Skewness | Sovereign bonds | Öffentliche Anleihe | Public bond | Liquidität | Geld-Brief-Spanne | Rentenmarkt | Bond market | Marktliquidität | Market liquidity | EU-Staaten | EU countries | Eurozone | Euro area | Wertpapierhandel | Securities trading | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.02.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005698