Title of article
Size matters for liquidity: Evidence from EMU sovereign yield spreads
Author/Authors
Marta G?mez-Puig، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
7
From page
156
To page
162
Abstract
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.
Keywords
Monetary integration , Sovereign securities’ markets , International and domestic credit risk , Market liquidity
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
435841
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