Measuring market liquidity in US fixed income markets: A new synthetic indicator

We propose a new synthetic liquidity indicator that summarizes the information of a broad set of market liquidity measures for both sovereign and corporate fixed income markets in the US. Our index is based on seventeen liquidity measures that cover the main dimensions of market liquidity. The metho...

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Bibliographic details
Volume: 14
Main Author: Broto, Carmen
Lamas, Matías
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Elsevier España 01.01.2016
Elsevier B.V
published in: The Spanish review of financial economics Vol. 14; no. 1; pp. 15 - 22
Data of publication: January-June 2016
ISSN: 2173-1268
EISSN: 2340-3381
Discipline: Business
Online Access: available in Bonn?
Database: CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS