SMEAL WIKI

Liquidity and Volatility in the U.S. Treasury Market

Giang Nguyen, Robert F. Engle, Michael J. Fleming, Éric Ghysels
Year2013
VenueSSRN Electronic Journal
Typepreprint
Citations44
DOI10.2139/ssrn.2195655
OpenAlexW2106727130

Topics

Financial Risk and Volatility ModelingMarket liquidityLiquidity crisisLiquidity riskVolatility (finance)Treasury