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)...
Yazar: | |
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Materyal Türü: | Dergi |
Dil: | English |
Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2022.
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Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2022/098 |
Konular: | |
Online Erişim: | Full text available on IMF |