on the market — or the level of ‘market liquidity premia'. In the model the impact on market liquidity varies for … liquidity risk premia are higher under the new regulations, but also that corporate bond market liquidity is more resilient due …-crisis. Mapping these changes in liquidity premia to GDP, via their impact on the cost of borrowing for corporates in the real economy …

We analyse liquidity dynamics in the UK long gilt futures market. We use a novel order book dataset to assess liquidity … favour of resilience. We further show that this resilience does not come at the expense of a negative liquidity trend. These … liquidity in the UK long gilt futures market …

We use proprietary transactional data to examine the determinants of liquidity in the UK government bond (gilt) market …-zone sovereign debt crisis. During this period, gilt market liquidity fluctuates significantly with execution costs almost doubling …-dealer segment of the market which leads to a further reduction in liquidity. This is consistent with the notion that the inter …

risk or risk-free interest rates, than in the case of a perceived deterioration in corporate bond market liquidity …

requirements has been a reduction in the liquidity of fixed income markets. We assess this claim in the context of the gilt (UK … government bond) and gilt repo markets. We find that gilt repo liquidity worsened during the period when UK leverage ratio policy … was announced, and that gilt liquidity worsened conditional on factors such as funding costs and inventory risk. We also …