Estimating Liquidity Premia in the Spanish Government Securities Market

Estimating Liquidity Premia in the Spanish Government Securities Market

Series: Working Papers. 0017.

Author: Francisco Alonso, Roberto Blanco, Ana del Río and Alicia Sanchis.

Topics: Competitiveness | Quantitative methods | Financial institutions, Banks | Business investment | Banco de España.

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Estimating Liquidity Premia in the Spanish Government Securities Market (144 KB)
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