DRIVERS OF ILLIQUIDITY IN THE ASEAN SOVEREIGN BOND MARKET
We study illiquidity in ASEAN-5 sovereign bond markets from 2008 to 2019 by using an illiquidity measure, which is based on a proxy of the amount of arbitrage capital available in sovereign bond markets. Our analysis identifies three drivers of illiquidity in Singapore, namely economic policy uncert...
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| 主要な著者: | , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Bank Indonesia
2020-12-01
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| シリーズ: | Buletin Ekonomi Moneter dan Perbankan |
| 主題: | |
| オンライン･アクセス: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1453 |
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