Trading Liquidity and Funding Liquidity in Fixed Income Markets: Implications of Market Microstructure Invariance
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More about this item
Keywords
market microstructure; liquidity; bid-ask spread; market impact; transaction costs; order size; invariance; fixed income; banking; systemic risk; repo markets;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2020-09-07 (Market Microstructure)
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