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Institutional and regulatory influences on price discovery in cash and futures bond markets

Singleton, Kenneth J. - In: The industrial organization and regulation of the …, (pp. 243-265). 1996

Persistent link: https://www.econbiz.de/10001296739

Interpreting changes in the volatility of yields on Japanese long-term bonds

Singleton, Kenneth J. - In: Monetary and economic studies 8 (1990) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10001079016

Yield curve risk in Japanese government bond markets

Singleton, Kenneth J. - In: International review of finance 1 (2000) 2, pp. 97-121

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Modeling sovereign yield spreads : a case study of Russian debt

Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 119-159

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The liquidity premium of near-money assets

Nagel, Stefan - 2014

Persistent link: https://www.econbiz.de/10010389730

The liquidity premium of near-money assets

Nagel, Stefan - In: The quarterly journal of economics 131 (2016) 4, pp. 1927-1971

Persistent link: https://www.econbiz.de/10011710135

The Liquidity Premium of Near-Money Assets

Nagel, Stefan - 2014

Treasury bills and other near-money assets provide owners with liquidity service benefits that are reflected in prices in the form of a liquidity premium. I relate time variation in this liquidity premium to changes in the opportunity cost of money: The liquidity service benefits of near-money...

Persistent link: https://www.econbiz.de/10012458401

The Liquidity Premium of Near-Money Assets

Nagel, Stefan - 2014

Persistent link: https://www.econbiz.de/10013051746

The Liquidity Premium of Near-Money Assets

Nagel, Stefan - 2014

Persistent link: https://www.econbiz.de/10013052061

ECB policies involving government bond purchases : impact and channels

Krishnamurthy, Arvind; Nagel, Stefan; … - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 1-44

Persistent link: https://www.econbiz.de/10011990195