Size matters for liquidity: Evidence from EMU sovereign yield spreads
The objective is to study the relative importance of domestic components of EMU sovereign yield spreads since the start of Monetary Integration. The results indicate a change in the market value of liquidity, as measured by market size, after EMU.
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| Tipo de recurso: | artículo |
| Estado: | Versión aceptada para publicación |
| Fecha de publicación: | 2006 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/107188 |
| Acceso en línea: | https://hdl.handle.net/2445/107188 |
| Access Level: | acceso abierto |
| Palabra clave: | Unions monetàries Risc (Economia) Liquiditat (Economia) Mercat monetari Deute públic Monetary unions Risk Liquidity (Economics) Money market Public debt |
| Sumario: | The objective is to study the relative importance of domestic components of EMU sovereign yield spreads since the start of Monetary Integration. The results indicate a change in the market value of liquidity, as measured by market size, after EMU. |
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