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The Change of Liquidity in the Life Cycle of Japanese Government Securities

In: Market Liquidity: Research Findings and Selected Policy Implications

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  • Hideaki Higo

    (Bank of Japan)

Abstract

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Suggested Citation

  • Hideaki Higo, 1999. "The Change of Liquidity in the Life Cycle of Japanese Government Securities," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-21, Bank for International Settlements.
    • Handle: RePEc:bis:biscgc:11-12
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    File URL: http://www.bis.org/publ/cgfs11higo.pdf
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    References listed on IDEAS

    as
    1. Boudoukh, Jacob & Whitelaw, Robert F, 1993. "Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 265-292.
    2. Frank M. Keane, 1996. "Repo rate patterns for new Treasury notes," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 2(Sep).
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