Sovereign Eurobond Liquidity and Yields /

Sovereign Eurobond Liquidity and Yields /

Market liquidity is of value to both investors and issuers of securities, and is therefore a crucial factor in asset pricing. For the important asset class of Eurobonds, significant feedback from liquidity to pricing is established, and it is shown that bid-ask spreads (a proxy for market liquidity)...

書誌詳細
第一著者:	Hardy, Daniel
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2022.
シリーズ:	IMF Working Papers; Working Paper ; No. 2022/098
主題:	Debt Management Debt International Financial Markets International Lending and Debt Problems Sovereign Debt
オンライン･アクセス:	Full text available on IMF

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