Estimating liquidity premia in the Spanish Government securities market

Francisco Alonso, Roberto Blanco, Ana Del Rio and Alicia Sanchís
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Francisco Alonso: Banco de España
Alicia Sanchís: Banco de España

A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 79-112 from Bank for International Settlements

Date: 2001
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http://www.bis.org/publ/bppdf/bispap02d.pdf (application/pdf)

Related works:
Journal Article: Estimating liquidity premia in the Spanish government securities market (2004)
Working Paper: Estimating Liquidity Premia in the Spanish Government Securities Market (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbpc:02-04

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