Price-based liquidity metrics are better in 2013-2014 for small trades and large high-yield bond trades, but not for … large investment grade bond trades, relative to before the crisis, and are better for all bond types and trade sizes …-crisis liquidity could be low when markets are stressed. We consider three stress events: extreme VIX increases, extreme bond yield …

We analyze the effect of the US Federal Reserve's monetary policy on EME sovereign and corporate bond markets by … focusing on two dimensions: the evolution of the structure (size and currency composition) of the bond markets and their … allocations within the bond portfolios of US investors. Global factors, particularly the level of long-term US Treasury yields …

We propose a novel measure of bond market liquidity that does not depend on transaction data: the strength of the cross …

We examine whether there is a flight-to-liquidity premium in Treasury bond prices by comparing them with prices of …

important factor contributing to the credit cycle. This paper presents a detailed study of this phenomenon in the corporate bond … of bond and issuer controls, including bond liquidity and duration, and issuer fixed effects. This behavior is related to …

frictions regarding cross-asset segmentation. We find that actively-managed equity funds and corporate bond funds linked within … accentuate the importance of collaboration between equity funds and bond funds within fund families.Institutional subscribers to …

useful for forecasting bond returns. We show that a significant decline in issuer quality is a more reliable signal of credit …-variation in expected corporate bond returns …