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)...
Tác giả chính: | |
---|---|
Định dạng: | Tạp chí |
Ngôn ngữ: | English |
Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2022.
|
Loạt: | IMF Working Papers; Working Paper ;
No. 2022/098 |
Những chủ đề: | |
Truy cập trực tuyến: | Full text available on IMF |