Liquidity in Government versus Covered Bond Markets
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References listed on IDEAS
- Acharya, Viral V. & Pedersen, Lasse Heje, 2005.
"Asset pricing with liquidity risk,"
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Elsevier, vol. 77(2), pages 375-410, August.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Clemens Bonner, 2016.
"Preferential Regulatory Treatment and Banks' Demand for Government Bonds,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 48(6), pages 1195-1221, September.
- Clemens Bonner, 2014. "Preferential regulatory treatment and banks' demand for government bonds," DNB Working Papers 433, Netherlands Central Bank, Research Department.
- Bonner, Clemens, 2015. "Preferential Regulatory Treatment and Banks' Demand for Government Bonds," Discussion Paper 2015-056, Tilburg University, Center for Economic Research.
- Bank for International Settlements, 2014. "Market-making and proprietary trading: industry trends, drivers and policy implications," CGFS Papers, Bank for International Settlements, number 52.
- Clemens Bonner & Eward Brouwer & Iman van Lelyveld, 2018. "Drivers of market liquidity - Regulation, monetary policy or new players?," DNB Working Papers 605, Netherlands Central Bank, Research Department.
More about this item
KeywordsBond Market Liquidity; Government Bonds; Covered Bonds; Price Impact;
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