The Microstructure of the Bond Market in the 20th Century
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DOI: 10.1016/j.red.2019.01.003
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- Bruno Biais & Richard Green, 2018. "Code and data files for "The Microstructure of the Bond Market in the 20th Century"," Computer Codes 18-278, Review of Economic Dynamics.
- Biais, Bruno & Green, Richard, 2018. "The Microstructure of the Bond Market in the 20th Century," TSE Working Papers 18-960, Toulouse School of Economics (TSE).
- Biais, Bruno & Green, Richard, 2007. "The Microstructure of the Bond Market in the 20th Century," IDEI Working Papers 482, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bruno Biais & Richard C. Green, "undated". "The Microstructure of the Bond Market in the 20th Century," GSIA Working Papers 2005-E57, Carnegie Mellon University, Tepper School of Business.
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More about this item
Keywords
Bond markets; Corporate bonds; Municipal bonds; Limit order book; Liquidity; Bid ask spread;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
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