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An empirical analysis of stock and bond market liquidity

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2003 - [Elektronische Ressource]

This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days …. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid … in one market affects the spreads in both markets, and that return volatility is an important driver of liquidity …

Persistent link: https://www.econbiz.de/10001752003

Financial market implications of the Federal debt paydown

Fleming, Michael J. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001589547

Measuring treasury market liquidity

Fleming, Michael J. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001590059

Are larger treasury issues more liquid? : Evidence from bill reopenings

Fleming, Michael J. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656398

Common determinants of bond and stock market liquidity : the impact of financial crises, monetary policy, and mutual fund flows

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2001 - [Elektronische Ressource]

more highly correlated; moreover, at these times, money supply positively affects financial market liquidity, albeit with a … lag of two weeks. During normal times, increases in mutual fund flows enhance stock market liquidity and trading volume …, but during financial crises, U.S. government bond funds see higher inflows, resulting in increased bond market liquidity …

Persistent link: https://www.econbiz.de/10001629622

One reason countries pay their debts : renegotiation and international trade

Rose, Andrew (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001629624

Estimating probabilities of default

Schuermann, Til (contributor); Hanson, Samuel G. (contributor) - 2004 - [Elektronische Ressource]

"We conduct a systematic comparison of confidence intervals around estimated probabilities of default (PD), using several analytical approaches from large-sample theory and bootstrapped small-sample confidence intervals. We do so for two different PD estimation methods--cohort and duration...

Persistent link: https://www.econbiz.de/10002521762

Saving Entrepreneurs, Saving Enterprises : Proposals on the Treatment of MSME Insolvency

World Bank Group - 2018

Micro and small enterprise (MSME) insolvency is particularly likely to impact not only the business, but also the personal and family life of the owner-operator(s) of such businesses, raising particular concerns that apply much less frequently in the context of corporate insolvency. This report...

Persistent link: https://www.econbiz.de/10012645571

Household Over-Indebtedness in Russia

World Bank Group - 2019

In the last three years, household debt has risen by a third as disposable income declined. Declining interest rates, ease of access to credit for consumers and poorly regulated microfinance lending practices led to fast growth in consumer debt. Consumer lending in the banking and microfinance...

Persistent link: https://www.econbiz.de/10012646968

Bulgaria Report on the Observance of Standards and Codes : Insolvency and Creditor-Debtor Regimes

World Bank Group - 2016

The World Bank Group assessed the insolvency and creditor/debtor regimes ('ICR') of Bulgaria pursuant to the joint IMF/World Bank initiative on the observance of standards and codes ('ROSC'). The assessment has been undertaken on the basis of the ICR Standard. The conclusions in this assessment...

Persistent link: https://www.econbiz.de/10012247258