Size matters for liquidity: Evidence from EMU sovereign yield spreads

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Title:	Size matters for liquidity: Evidence from EMU sovereign yield spreads
Author:	Gómez-Puig, Marta
Other authors:	Universitat de Barcelona
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.
Subject(s):	-Unions monetàries -Risc (Economia) -Liquiditat (Economia) -Mercat monetari -Deute públic -Monetary unions -Risk -Liquidity (Economics) -Money market -Public debt
Rights:	(c) Elsevier B.V., 2006
Document type:	Article Article - Accepted version
Published by:	Elsevier B.V.
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