Who Drains Bond Market Liquidity in an Emerging Market? /
This paper examines the drivers of liquidity shortages in the Mexican government bond market. We use unique transaction- and quote level data with information on end-investors to construct an index of bond market liquidity. We find that liquidity remained stable in recent years, although temporary s...
| Autor principal: | |
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| Outros Autores: | , , |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2020.
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| Colecção: | IMF Working Papers; Working Paper ;
No. 2020/141 |
| Acesso em linha: | Full text available on IMF |