Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information
Year of publication: |
2007
|
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Authors: | Lin, William T. ; Sun, David S. |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 10.2007, 04, p. 491-518
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Liquidity | trading concentration | information discovery | term structure | yield curve |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; D4 - Market Structure and Pricing ; D53 - Financial Markets ; D83 - Search, Learning, Information and Knowledge ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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Liquidity-adjusted benchmark yield curves: a look at trading concentration and information
Lin, William, (2007)
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Gao, Jeffrey, (2018)
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