paper attempts to identify the determinants of yield spread of Government of India Bonds, controlling for various bond … finds that trades, trade interval, turnover, and coupon are the key determinants of yield spread in the Government of India …

Liquidity is one of the most important factors after credit risk that affects the bond yields. The paper uses various … measures of liquidity to understand their determinants in Indian sovereign bond market. The Liquidity measured by parameters … much deterioration in general market liquidity condition as RBI injected large amount of liquidity to the system within a …

bond per year for optimum trading volume in the Government of India (GoI) bond market. Implications: GoI publishes a … management with enhanced trading liquidity and lower cost of public debt. Originality & Value: Literature review provides no …

EMEs exploiting the opportunity. India also launched its rupee-denominated bond (masala bond) abroad in 2013, seeking to … by several issues, notably lacking liquidity and depth. This paper takes stock. It assesses the current market state and …

This paper attempts to capture the relationship between stock market movements and its endogenous liquidity measures … resiliency dimensions of market liquidity using suitable liquidity measures (proxies). Findings suggest that multidimensional … liquidity measures like the volume of trade, spread, market efficiency coefficient, turnover rate, trading probability, and the …