supply is associated with lower bond market liquidity over the subsequent month. The result is both statistically and … controlled for. The result is consistent with the interpretation that risk-averse dealers tend to provide less liquidity to the … illiquid may also contribute to the impact of debt supply on market liquidity …

the performance of this asset class. However in that case, the fund manager faces a mismatch of liquidity between assets … and liabilities and needs some tools to manage the liquidity of his investments. The main contribution of this paper is … the analysis of contagion looking at common market liquidity problems to detect funding liquidity problems. Using the CDS …

prospect of sovereign default risk increased. This paper examines the potential spillovers between the liquidity of the … sovereign credit default swap (CDS) market and the liquidity of the sovereign bond market for a group of Eurozone countries … changes in the liquidity profiles of either market. On a general note, we show that the bond yield liquidity spreads have …

that governments act as macro-liquidity providers across maturities, thereby adding significant risk absorption capacity to …

To analyze the effects of government debt securities on the liquidity risk and profitability of banks in Cape Verde … estimation method. The results show that government debt securities have no effect on bank liquidity risks, but they have an … conventional government debt securities as safe assets and risk-free alternative for the domestic application of liquidity …