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Marliese, Uhrig-Homburg ; Monika , Trapp ; Philipp, Schuster. (2013) A heterogeneous agents equilibrium model for the term structure of bond market liquidity.
In: CFR Working Papers. RePEc:zbw:cfrwps:1305r.

Full description at Econpapers

cites:

Dick-Nielsen, J., 2009, Liquidity Biases in TRACE, Journal of Fixed Income 19, 43–55.

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