Price discovery in the U.S. Treasury market: the impact of orderflow and liquidity on the yield curve
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9529 |
| Subjects: | |
| Physical Description: | 25, 11 S. graph. Darst. |
Staff View
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| indexdate | 2024-07-09T19:17:42Z |
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| spelling | Brandt, Michael W. Verfasser (DE-588)128773073 aut Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve Michael W. Brandt ; Kenneth A. Kavajecz Cambridge, Mass. National Bureau of Economic Research 2003 25, 11 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9529 Finanzwirtschaft Finance, Public United States Government securities United States USA Kavajecz, Kenneth A. 1966- Verfasser (DE-588)131829688 aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9529 (DE-604)BV002801238 9529 |
| spellingShingle | Brandt, Michael W. Kavajecz, Kenneth A. 1966- Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Finanzwirtschaft Finance, Public United States Government securities United States |
| title | Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve |
| title_auth | Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve |
| title_exact_search | Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve |
| title_full | Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve Michael W. Brandt ; Kenneth A. Kavajecz |
| title_fullStr | Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve Michael W. Brandt ; Kenneth A. Kavajecz |
| title_full_unstemmed | Price discovery in the U.S. Treasury market the impact of orderflow and liquidity on the yield curve Michael W. Brandt ; Kenneth A. Kavajecz |
| title_short | Price discovery in the U.S. Treasury market |
| title_sort | price discovery in the u s treasury market the impact of orderflow and liquidity on the yield curve |
| title_sub | the impact of orderflow and liquidity on the yield curve |
| topic | Finanzwirtschaft Finance, Public United States Government securities United States |
| topic_facet | Finanzwirtschaft Finance, Public United States Government securities United States USA |
| volume_link | (DE-604)BV002801238 |
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