Measuring the Perceived Liquidity of the Corporate Bond Market


This paper proposes a novel measure of corporate bond market liquidity based on portfolio holdings instead of transaction data.

[Author: by Sergey Chernenko and Adi Sunderam]


Tags: College, Adi Sunderam, by Sergey Chernenko and Adi Sunderam, Sergey Chernenko

Source:  https://hbswk.hbs.edu/item/measuring-the-perceived-liquidity-of-the-corporate-bond-market?cid=wk-rss




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