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Paul, Schmelzing ; Paul, Schmelzing. (2017) Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’.
In: Bank of England working papers. RePEc:boe:boeewp:0686.

Full description at Econpapers

cites:

Tanemura, Tomoki et al., “Liquitidy in JGB Markets: Analysis of the Intraday Spreads”, Bank of Japan Market Review, 2004-E-1, January 2004.

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