Drivers of illiquidity in the asean sovereign bond market
Year of publication: |
2020
|
---|---|
Authors: | Kinateder, Harald ; Bauer, Robert ; Wagner, Niklas F. |
Published in: |
Bulletin of monetary economics and banking. - Jakarta : Bank Indonesia, ISSN 2460-9196, ZDB-ID 2819944-3. - Vol. 23.2020, 4, p. 501-524
|
Subject: | ASEAN-5 countries | Arbitrage capital | Illiquidity | Noise measure | GARCH | Sovereign bond market | ASEAN-Staaten | ASEAN countries | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Liquidität | Liquidity | Schätzung | Estimation | ARCH-Modell | ARCH model | Marktliquidität | Market liquidity | Risikoprämie | Risk premium |
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