Go to content
UR Home

The determinants of sovereign bond liquidity during WWI

Jopp, Tobias A.



Abstract

What was WWI's impact on securities markets' liquidity? Investigated is the cross-section of sovereign bonds traded in Amsterdam. Prime determinants of a bond's wartime liquidity are its pre-war liquidity, above-median age, on-the-run status, and link to a minor war party. (c) 2020 Elsevier B.V. All rights reserved.


Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de
0941 943 -4239 or -69394

Dissertations: dissertationen@ur.de
0941 943 -3904

Research data: datahub@ur.de
0941 943 -5707

Contact persons