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)...
| Hlavní autor: | |
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| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2022.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2022/098 |
| Témata: | |
| On-line přístup: | Full text available on IMF |