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Liquidity and volatility in the U.S. treasury market

Giang Nguyen, Robert F. Engle, Michael J. Fleming, Éric Ghysels
Year2018
VenueRePEc: Research Papers in Economics
Typepreprint
Citations2
DOI(no DOI)
OpenAlexW3124600708

Topics

Financial Markets and Investment StrategiesMarket liquidityLiquidity crisisLiquidity riskVolatility (finance)Treasury