Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
- 1 December 2004
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 59 (6), 2623-2654
- https://doi.org/10.1111/j.1540-6261.2004.00711.x
Abstract
No abstract availableKeywords
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