Browsing Trinity Business School by Author "Yang, Y.C."

Now showing items 1-1 of 1

    • Did long-memory of liquidity signal the European sovereign debt crisis? 

      Vigne, Samuel; Sun, Z.; Hamill, A.; Li, Y.; Yang, Y.C. (2019)
      This paper analyses high frequency MTS data to comprehensively evaluate the liquidity of the European sovereign bond markets before and during the European sovereign debt crisis for eleven countries. The Hill index, ...