five

Is Post-Crisis Bond Liquidity Lower?

收藏
NBER2017-04-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w23317
下载链接
链接失效反馈
官方服务:
资源简介:
Price-based liquidity metrics are better in 2013-2014 for small trades and large high-yield bond trades, but not for large investment grade bond trades, relative to before the crisis, and are better for all bond types and trade sizes relative to 2010-2012. This evidence contrasts with the widely
创建时间:
2017-04-01
二维码
社区交流群
二维码
科研交流群
商业服务