Liquidity and volatility in the U.S. Treasury market (Q2190220)
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scientific article; zbMATH DE number 7213048
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Liquidity and volatility in the U.S. Treasury market |
scientific article; zbMATH DE number 7213048 |
Statements
Liquidity and volatility in the U.S. Treasury market (English)
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18 June 2020
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treasury market
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liquidity
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volatility
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log-ACD models
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liquidity-at-risk
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0.7351245880126953
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0.7321385145187378
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0.7190809845924377
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0.7170587182044983
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