No . 44 / 08 Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market

@inproceedings{Coluzzi2008No4,
  title={No . 44 / 08 Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market},
  author={Chiara Coluzzi and Sergio Ginebri and Manuel Turco},
  year={2008}
}
Although its importance, only recently the issue of liquidity in Treasury markets has received greater attention. We survey the literature about market li quidity and liquidity measures, and we put forward new measures. The aim is to provide a description of th e liquidity of the Italian wholesale secondary mark et, which we describe thoroughly. We apply a… CONTINUE READING