Merci de désactiver le bloqueurs de pub pour visualiser cette vidéo.
Measuring liquidity on the corporate bond market
This study analyses how data received by the market regulator may lead to liquidity indicators for corporate bond markets. The study recommends two separate indicators, each measuring a different aspect of liquidity. It shows how both indicators have changed, and examines the underlying causes.
Keywords
On the same topic
09 February 2018
A meeting of the AMF Scientific Advisory Board on December 5, 2017 dedicated to the role of markets in financing the economy and to the behavioural biases of financial…
A meeting of the AMF Scientific Advisory Board on December 5, 2017 dedicated to the role of markets in financing the economy and to the behavioural biases of financial analysts
12 December 2017
Liquidity Risk and Investor Behaviour: Issues, Data and Models
Liquidity Risk and Investor Behaviour: Issues, Data and Models
28 November 2017
AMF Scientific Advisory Board meets to discuss the shareholdings of French households
AMF Scientific Advisory Board meets to discuss the shareholdings of French households