Liquidity and volatility in the U.S. Treasury market (Q2190220)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Liquidity and volatility in the U.S. Treasury market |
scientific article |
Statements
Liquidity and volatility in the U.S. Treasury market (English)
0 references
18 June 2020
0 references
treasury market
0 references
liquidity
0 references
volatility
0 references
log-ACD models
0 references
liquidity-at-risk
0 references
0 references
0 references
0 references