Size Matters for Liquidity: Evidence From EMU Sovereign Yield Spreads

Economics Letters - Netherlands
doi 10.1016/j.econlet.2005.07.020
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Latent Liquidity and Corporate Bond Yield Spreads

SSRN Electronic Journal
2007English

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence From the Credit-Default Swap Market

2004English

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

Journal of International Money and Finance
EconomicsEconometricsFinance
2012English

Firm Size Matters for Financial Constraints: Evidence From Brazil

Sistemas & Gestão
2012English

Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk

International Finance
DevelopmentPlanningFinanceGeography
2014English

Positive Liquidity Spillovers From Sovereign Bond-Backed Securities

SSRN Electronic Journal
2018English

The Immediate Effect of Monetary Union on EU-15 Sovereign Debt Yield Spreads

Applied Economics
EconomicsEconometrics
2009English

Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants:Evidence From the Credit Default Swap Market

Journal of Fixed Income
EconomicsEconometricsFinance
2010English

Analysis of Emerging Markets Sovereign Credit Spreads

SSRN Electronic Journal
2005English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy