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)...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Hardy, Daniel
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2022.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2022/098
विषय:
ऑनलाइन पहुंच:Full text available on IMF