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government-guaranteed MBS to meet their liquidity needs during the crisis …
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government-guaranteed MBS to meet their liquidity needs during the crisis …
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government-guaranteed MBS to meet their liquidity needs during the crisis …
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This research presents evidence for the existence of differences in asset beta risk in the liquidity cross-section of … assets due to correlated trading. It is argued that due to differences in liquidity or cost, most trading activity is …
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