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The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market

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  • David Goldreich
  • Bernd Hanke
  • Purnendu Nath

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  • David Goldreich & Bernd Hanke & Purnendu Nath, 2005. "The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market," Review of Finance, Springer, vol. 9(1), pages 1-32, March.
    • Handle: RePEc:kap:eurfin:v:9:y:2005:i:1:p:1-32
    DOI: 10.1007/s10679-005-2986-x
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