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Dealer balance sheets and bond liquidity provision
Adrian, Tobias; Boyarchenko, Nina; Shachar, Or - 2017 - Revised March 2017
Do regulations decrease dealer ability to intermediate trades? Using a unique data set of dealer-bond-level transactions, we link changes in liquidity of individual U.S. corporate bonds to dealers’ transaction activity and balance sheet constraints. We show that, prior to the financial crisis,...
Persistent link: https://www.econbiz.de/10011576274
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Dealer Balance Sheets and Bond Liquidity Provision
Adrian, Tobias - 2017
Do regulations decrease dealer ability to intermediate trades? Using a unique data set of dealer-bond-level transactions, we link changes in liquidity of individual U.S. corporate bonds to dealers' transaction activity and balance sheet constraints. We show that, prior to the financial crisis,...
Persistent link: https://www.econbiz.de/10012966738
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Market liquidity after the financial crisis
Adrian, Tobias; Fleming, Michael J.; Shachar, Or; Vogt, Erik - 2017 - Revised June 2017
This paper examines market liquidity in the post-crisis era in light of concerns that regulatory changes might have reduced dealers' ability and willingness to make markets. We begin with a discussion of the broader trading environment, including an overview of regulations and their potential...
Persistent link: https://www.econbiz.de/10011547707
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Market Liquidity after the Financial Crisis
Adrian, Tobias - 2017
This paper examines market liquidity in the post-crisis era in light of concerns that regulatory changes might have reduced dealers' ability and willingness to make markets. We begin with a discussion of the broader trading environment, including an overview of regulations and their potential...
Persistent link: https://www.econbiz.de/10012967739
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An Empirical Study on the Impact of Monetary Policy on the Bond Market in China
Yim, Byung-Jin - 2020
China's interest rate marketization has a gradual improvement process and with the continuous advancement of interest rate …
Persistent link: https://www.econbiz.de/10012839478
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The real effect of financial reform : evidence from bond markt in China
Gu, Xian; Yun, Lu; Hao, Shangwei - In: Review of business : interdisciplinary journal on risk … 41 (2021) 2, pp. 49-84
Persistent link: https://www.econbiz.de/10012662108
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China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness
Zhou, Hui - 2015
-- Study on Building China’s Financial Supervision System -- Reference -- Acknowledgement. … inflation, and provides a theoretical basis for and empirical demonstration of monetary policy implementation in China. Previous … research in China has primarily focused on the correlation between monetary policy and a specific asset price, while this book …
Persistent link: https://www.econbiz.de/10014021002
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The Impact of Air Pollution Levels on Chinese Green Bond Market during COVID-19 : A Green Preference Perspective
He, Xubiao; Xu, Zixian; Shi, Jiaojiao - 2023
Environmental change is an important factor influencing green investment, and it affects green assets through green preference. However, this influence mechanism has not been studied on green bonds. This study adopts the threshold effect model to analyze the impact of air pollution levels on the...
Persistent link: https://www.econbiz.de/10014262261
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Pricing the pandemic : evidence from the bond market in China
Gao, Haoyu; Ouyang, Yiling; Wen, Huiyu - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10014444336
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The impacts of the COVID-19 pandemic on China's green bond market
Yi, Xing; Bai, Caiquan; Lyu, Siyuan; Dai, Lu - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014581527