PhD thesis on liquidity of bond market
This thesis consists of empirical and theoretical studies on the liquidity of bond markets. In the first study, we present an extended model for the estimation of the effective bid-ask spread that improves the existing models and offers a new direction of generalisation. The quoted bid-ask spread re...
| Main Author: | |
|---|---|
| Published: |
City University London
2013
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.585388 |