Estimating liquidity premia in the Spanish government securities market

European Journal of Finance

Volumn 10, Issue 6, 2004, Pages 453-474

  Alonso, Francisco ^a   Blanco, Roberto ^a   Río, Ana Del ^a   Sanchis, Alicia ^a  

^a Basic Research Department   (Spain)

Author keywords

Benchmark; Bid ask spread; Liquidity premium; Yield curve

Indexed keywords

EID: 11344264740     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1351847042000254202     Document Type: Article

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