Rippling effect of liquidity risk in the sovereign term structure
Year of publication: |
2023
|
---|---|
Authors: | Anthony, Rintu ; Prasanna, Krishna |
Subject: | Emerging markets | Liquidity risk spillover | Long-term bonds | Macroeconomic factors | Medium-term bonds | Short-term bonds | Sovereign bonds | Term premium | Term structure | Öffentliche Anleihe | Public bond | Schwellenländer | Emerging economies | Zinsstruktur | Yield curve | Anleihe | Bond | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | Rentenmarkt | Bond market | Liquidität | Liquidity | Länderrisiko | Country risk |
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