Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets
Preprint
- 1 January 1999
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
We examine the determinants of the realized bid-ask spread in the U.S. corporate, municipal and government bond markets for the years 1995 to 1997, based on newKeywords
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