Browsing Trinity Business School by Author "Hamill, Philip"
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An analysis of liquidity skewness for European sovereign bond markets
Vigne, Samuel; Yan, Wei; Hamill, Philip; Li, Youwei; Waterworth, James (2018)We examine liquidity skewness by providing an analysis of bid-ask spreads for a comprehensive high-frequency dataset comprising Eurozone countries’ sovereign bonds. European sovereign bond markets exhibited increasing ...