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How important is liquidity risk for sovereign bond risk premia? [electronic resource] : evidence from London Stock Exchange / by Ron Alquist
Author
Alquist, Ron
Published
Ottawa : Bank of Canada, 2008.
Physical Description
1 online resource
Additional Creators
Bank of Canada
Access Online
epe.lac
, Free-to-read
dsp
, Free-to-read
Full Text available online
Availability
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Series
Working paper (Bank of Canada : Online) ; 2008-47.
Language Note
Includes abstract in French.
Restrictions on Access
Free-to-read Unrestricted online access
Report Numbers
FB3-2/108-47E-PDF
Subject(s)
Government securities
Liquidity (Economics)
—
Econometric models
Effets publics
Liquidité (Économie politique)
—
Modèles économétriques
Note
Distributed by the Government of Canada Depository Services Program.
Title from title screen (viewed on Jan. 28, 2009).
Bibliography Note
Includes bibliographical references.
Type of File/Data
Electronic monograph in PDF format.
View MARC record
| catkey: 25347073