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...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | , , |
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| Σειρά: | IMF Working Papers; Working Paper ;
No. 2020/141 |
| Διαθέσιμο Online: | Full text available on IMF |