An Analysis of Liquidity Skewness for European Sovereign Bond Markets

Finance Research Letters - Netherlands
doi 10.1016/j.frl.2018.02.027
Full Text
Abstract

Available in full text

Categories
Finance
Date
Authors
Publisher

Elsevier BV

Related search

How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis

SSRN Electronic Journal
2016English

Positive Liquidity Spillovers From Sovereign Bond-Backed Securities

SSRN Electronic Journal
2018English

Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets

Journal of International Money and Finance
EconomicsEconometricsFinance
2018English

Commonality in Equity Options Liquidity: Evidence From European Markets

European Journal of Finance
EconomicsEconometricsFinance
2016English

Analysis of Emerging Markets Sovereign Credit Spreads

SSRN Electronic Journal
2005English

Sovereign Credit Risk, Liquidity, and European Central Bank Intervention: Deus Ex Machina?

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2016English

The Global and Regional Factors in the Volatility of Emerging Sovereign Bond Markets

American J. of Finance and Accounting
2008English

Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly

Economics Letters
EconomicsFinanceEconometrics
2016English

European Sovereign Debt Crisis and Its Impact on Financial Markets and Institutions

American Journal of Trade and Policy
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy