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Liquidity indicators for the Norwegian government bond market

Opheim, Vetle Øye - 2019

liquidity is of importance for both objectives. This article investigates liquidity developments in the Norwegian government … bond market since 2010 with the aid of four indicators that comprise a composite liquidity index. I also examine whether … Norwegian banks’ funding costs have affected government bond market liquidity in the period 2010–2018, but find no clear …

Persistent link: https://www.econbiz.de/10012209692

Commonality in liquidity in the US corporate bond market

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016

Persistent link: https://www.econbiz.de/10011733594

Assessing the liquidity premium in the Italian bond market

Drudi, Maria Ludovica; Venturi, Giulio Carlo - 2023

Persistent link: https://www.econbiz.de/10014420628

The announcements of unconventional monetary policies and sovereign bond liquidity premia

Chebbi, Tarek; Hmedat, Waleed - In: Global business & economics review 29 (2023) 3, pp. 287-315

Persistent link: https://www.econbiz.de/10014388481

Dealer capacity and U.S. treasury market functionality

Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023 - Revised October 2023

market liquidity over time, when dealer balance sheet utilization reaches sufficiently high levels, liquidity is much worse …

Persistent link: https://www.econbiz.de/10014393396

Trading and liquidity in the catastrophe bond market

Herrmann, Markus; Hibbeln, Martin - In: The journal of risk & insurance 90 (2023) 2, pp. 283-328

Persistent link: https://www.econbiz.de/10014307543

Monetary aggregates and liquidity in a neo-Wicksellian framework

Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad; … - 2008

Persistent link: https://www.econbiz.de/10003717409

Monetary aggregates and liquidity in a neo-Wicksellian framework

Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad; … - 2008

Persistent link: https://www.econbiz.de/10003769006

Monetary aggregates and liquidity in a neo-Wicksellian framework

Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad; … - In: Journal of money, credit and banking : JMCB 40 (2008) 8, pp. 1667-1698

Persistent link: https://www.econbiz.de/10003797241

Sovereign debt default : the impact of creditor composition

Dhillon, Amrita (contributor); … - 2009

The main motivation of this paper is to study the impact of the composition of creditors on the probability of default and the risk premium on sovereign bonds, when there is debtor moral hazard. In the absence of any legal enforcement, relational contracts work only when there are creditors who...

Persistent link: https://www.econbiz.de/10003866568