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
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
Journal title :
Economics Letters
