Expectations and Market Microstructure When Liquidity is Lost
Jun Muranaga and
Tokiko Shimizu
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Jun Muranaga: Bank of Japan
Tokiko Shimizu: Bank of Japan
A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-14 from Bank for International Settlements
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:bis:biscgc:11-18
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