SSRNTrading, Microstructure & Execution
Assessing the Liquidity Premium in the Italian Bond Market
A new method for estimating the liquidity premium in Italian government bonds indicates that higher liquidity leads to higher prices, and the liquidity drop during the debt crisis was longer but less severe than during the Covid-19 pandemic.
Featured in No. 52 on 5 Jun 2024 · · 1 citation today
- Released
- 25 Sep 2023
- First featured
- No. 52 · 5 Jun 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4849208
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