Measuring treasury market liquidity
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- Michael J. Fleming, 2001. "Measuring treasury market liquidity," Staff Reports 133, Federal Reserve Bank of New York.
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More about this item
Keywords
Government securities; Treasury notes; Treasury bills; Liquidity (Economics);All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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