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)...

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Príomhchruthaitheoir: Hardy, Daniel
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2022.
Sraith:IMF Working Papers; Working Paper ; No. 2022/098
Ábhair:
Rochtain ar líne:Full text available on IMF