On the term structure of liquidity in the European sovereign bond market
Year of publication: |
2020
|
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Authors: | O'Sullivan, Conall ; Papavassiliou, Vassilios G. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 114.2020, p. 1-26
|
Subject: | Common factors | Eurozone debt crisis | Liquidity | Liquidity premium | Microstructure | Sovereign bond markets | Öffentliche Anleihe | Public bond | Liquidität | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Eurozone | Euro area | EU-Staaten | EU countries | Marktliquidität | Market liquidity | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt |
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