Using a sample of open-end corporate bond funds domiciled in the euro area, we exploit the COVID-19 market turmoil in … March 2020 to examine two channels through which liquidity buffers can reduce procyclicality in the investment fund sector …. First, we find that liquidity buffers reduced outflows during March 2020 only to a limited extent. Second, we find that …

triangular structured system. We find EM bond liquidity to both share common determinants with developed markets (DM) and be …-adjusted returns, but to be illiquid. This study expands the empirical evidence by examining the liquidity of EM debt by solving a … influenced by macroeconomic factors. As the overall level of liquidity is lower to DM, we propose a liquidity estimation model …

corporate bond market. I first construct a liquidity measure using the first principal component of 11 liquidity measures, then … build a comprehensive data library of corporate bond characteristics for liquidity prediction. I find that tree models such …I perform a comparative analysis of several state-of-the-art machine learning methods for liquidity prediction in the …