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Illiquidity in sovereign debt markets · Study

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ArticleIlliquidity in sovereign debt markets

Juan Passadore2022

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Articlegreen2022

Illiquidity in sovereign debt markets

Juan Passadore · Yu Xu

28 citations·0/0 files stored·Journal of International Economics

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Global Financial Crisis and Policies Credit Risk and Financial Regulations Economic theories and models

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads 1986Finite state markov-chain approximations to univariate and vector autoregressions

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Year2022

Typearticle

Published2022-04-08

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations28

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jinteco.2022.103618

openalex_workW2268359129

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