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~institution:"European Central Bank"
~person:"Menkveld, Albert J."
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Menkveld, Albert J.
Schuknecht, Ludger
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European Central Bank
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
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Euro area sovereign yield dynamics: the role of order imbalance
Menkveld, Albert J.
;
Cheung, Yiu Chung
;
de Jong, Frank
-
European Central Bank
-
2004
transaction data to explain daily yield changes in the ten-year
government
bonds of Italy, France, Belgium, and Germany. We use a …
Persistent link: https://www.econbiz.de/10005162883
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