The effect of auctions on daily treasury-bill volatility
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 48 (2008)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/inca/620167
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- Simon, David P., 1994. "Further evidence on segmentation in the treasury bill market," Journal of Banking & Finance, Elsevier, vol. 18(1), pages 139-151, January.
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