A heterogeneous agents equilibrium model for the term structure of bond market liquidity
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Bibliographic InfoPaper provided by University of Cologne, Centre for Financial Research (CFR) in its series CFR Working Papers with number 13-05.
Date of creation: 2013
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More information through EDIRC
bond liquidity; term structure of liquidity premia; heterogeneous agents; aging effect; trading volume; equilibrium;
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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