scholarly journals A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity

2013 ◽  
Author(s):  
Philipp Schuster ◽  
Monika Trapp ◽  
Marliese Uhrig-Homburg
Keyword(s):  
Term Structure ◽  
Equilibrium Model ◽  
Heterogeneous Agents ◽  
Bond Market ◽  
Market Liquidity

The Term Structure of Bond Market Liquidity

2008 ◽  
Author(s):  
Ruslan Goyenko ◽  
Avanidhar Subrahmanyam ◽  
Andrey Ukhov
Keyword(s):  
Term Structure ◽  
Bond Market ◽  
Market Liquidity

The Term Structure of Bond Market Liquidity

2007 ◽  
Author(s):  
Ruslan Goyenko ◽  
Andrey Ukhov ◽  
Avanidhar Subrahmanyam
Keyword(s):  
Term Structure ◽  
Bond Market ◽  
Market Liquidity

Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market

2012 ◽  
Author(s):  
Longzhen Fan ◽  
Canlin Li ◽  
Guofu Zhou
Keyword(s):  
Term Structure ◽  
Bond Market ◽  
Preferred Habitat

Central Banks and Dynamics of Bond Market Liquidity

2016 ◽  
Author(s):  
Prachi Deuskar ◽  
Timothy C. Johnson
Keyword(s):  
Central Banks ◽  
Bond Market ◽  
Market Liquidity

scholarly journals Market Discipline in Banking Reconsidered : The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity

2002 ◽  
Vol 2002 (46) ◽  
pp. 1-36 ◽  
Author(s):  
Daniel M. Covitz ◽  
◽  
Diana Hancock ◽  
Myron L. Kwast
Keyword(s):  
Deposit Insurance ◽  
Bond Market ◽  
Market Discipline ◽  
Market Liquidity ◽  
Insurance Reform

Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union

2006 ◽  
Vol 30 (4) ◽  
pp. 1309-1332 ◽  
Author(s):  
Antonio Díaz ◽  
John J. Merrick ◽  
Eliseo Navarro
Keyword(s):  
Monetary Union ◽  
European Monetary Union ◽  
Bond Market ◽  
Market Liquidity ◽  
European Monetary ◽  
Treasury Bond

A Comparative Analysis of Drivers of Secondary Market Liquidity in Financial Markets for Investment Analysis

2019 ◽  
pp. 340-366
Author(s):  
Hakki Karatas ◽  
Nildag Basak Ceylan ◽  
Ayhan Kapusuzoglu
Keyword(s):  
Comparative Analysis ◽  
Stock Markets ◽  
Global Financial Crisis ◽  
Negative Impact ◽  
Bond Market ◽  
Secondary Market ◽  
Market Liquidity ◽  
Investment Analysis ◽  
Secondary Bond ◽  
The Impact

The purpose of this chapter is to examine the drivers of secondary bond market and stock market liquidity for investment analysis after global financial crisis in Turkey. The literature in Turkey mainly focuses only on the volatility of return for driving liquidity in both bond and stock markets. However, it is argued that other types of volatilities including domestic and international volatilities have also a deteriorating impact on secondary market liquidity in Turkey. In this context, it is empirically tested whether the volatility and/or uncertainty that stem from the FED and ECB policies within the last 10 years had a negative impact on liquidity both in government bond and stock markets. Moreover, the impact of non-residents in bond and stock markets on secondary market liquidity is examined by including their holdings in stock and bond market.

The Risk Factors Analysis of the Term Structure of Interest Rate in the Interbank Bond Market

2011 ◽  
pp. 71-76
Author(s):  
Yujun Yang ◽  
Hui Huang ◽  
Jing Pang
Keyword(s):  
Risk Factors ◽  
Interest Rate ◽  
Term Structure ◽  
Bond Market ◽  
Factors Analysis
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