Liquidity of the treasury bill market and the term structure of interest rates
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References listed on IDEAS
- Stoll, Hans R, 1978.
"The Supply of Dealer Services in Securities Markets,"
Journal of Finance,
American Finance Association, vol. 33(4), pages 1133-1151, September.
- Hans R. Stoll, "undated". "The Supply of Dealer Services in Securities Markets," Rodney L. White Center for Financial Research Working Papers 02-78, Wharton School Rodney L. White Center for Financial Research.
- Hans R. Stoll, "undated". "The Supply of Dealer Services in Securities Markets," Rodney L. White Center for Financial Research Working Papers 2-78, Wharton School Rodney L. White Center for Financial Research.
- Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics,in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722 Elsevier.
- den Haan, Wouter J., 1995. "The term structure of interest rates in real and monetary economies," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 909-940.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eisfeldt, Andrea L., 2007. "Smoothing with liquid and illiquid assets," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1572-1586, September.
- Francisco Alonso & Roberto Blanco & Ana del Río & Alicia Sanchis, 2000. "Estimating Liquidity Premia in the Spanish Government Securities Market," Working Papers 0017, Banco de España;Working Papers Homepage.
- Diaz, Antonio & Merrick, John Jr. & Navarro, Eliseo, 2006. "Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1309-1332, April.
- Perch Nielsen, Jens, 2000. "Super-Efficient Prediction Based on High-Quality Marker Information," Finance Working Papers 00-5, University of Aarhus, Aarhus School of Business, Department of Business Studies.
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