✦ LIBER ✦

Information Revelation, Liquidity Shocks, the Volatility and the Level of Bond Spreads

✍ Scribed by Peter Benczur

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The profitability of volatility spreads

✍ Margaret A. Monroe 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

Information Shocks, Liquidity Shocks, Ju

✍ Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien 📂 Article 📅 2010 🏛 School of Business Administration, University of W 🌐 English ⚖ 350 KB

Daily Return Volatility, Bid‐Ask Spreads

✍ Li, Jinliang; Wu, Chunchi 📂 Article 📅 2006 🏛 University of Chicago Press 🌐 English ⚖ 306 KB

The effect of interest rate volatility a

✍ Kim, Dong H.; Stock, Duane 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 277 KB

External shocks and the non-linear dynam

✍ Peter Tillmann 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 170 KB

Volatile Policy and Private Information:

✍ Larry E. Jones; Rodolfo E. Manuelli 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 219 KB