Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-24052Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Richter, Thomas Julian | - |
| dc.date.accessioned | 2022-01-28T16:19:21Z | - |
| dc.date.available | 2022-01-28T16:19:21Z | - |
| dc.date.issued | 2022 | - |
| dc.identifier.issn | 1059-0560 | de_CH |
| dc.identifier.issn | 1873-8036 | de_CH |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/24052 | - |
| dc.description.abstract | This paper documents commonality in the liquidity of sovereign bonds. We show that local market-level liquidity changes exert a substantial influence on the liquidity of single bonds. Unlike in equity markets there is only little evidence that changes in global liquidity affect the liquidity of individual sovereign bond markets. Instead, we document the occurrence of negative cross-market correlations of liquidity across several markets and time periods. The results further suggest that diverging monetary policy and the flight-to-safety phenomenon contribute to this decoupling in liquidity correlations. | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | Elsevier | de_CH |
| dc.relation.ispartof | International Review of Economics & Finance | de_CH |
| dc.rights | http://creativecommons.org/licenses/by-nc-nd/4.0/ | de_CH |
| dc.subject | Commonality | de_CH |
| dc.subject | Flight-to-safety | de_CH |
| dc.subject | Liquidity | de_CH |
| dc.subject | Sovereign bond | de_CH |
| dc.subject.ddc | 332.6: Investition | de_CH |
| dc.title | Liquidity commonality in sovereign bond markets | de_CH |
| dc.type | Beitrag in wissenschaftlicher Zeitschrift | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| dc.identifier.doi | 10.1016/j.iref.2021.12.001 | de_CH |
| dc.identifier.doi | 10.21256/zhaw-24052 | - |
| zhaw.funding.eu | No | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.pages.end | 518 | de_CH |
| zhaw.pages.start | 501 | de_CH |
| zhaw.publication.status | publishedVersion | de_CH |
| zhaw.volume | 78 | de_CH |
| zhaw.publication.review | Peer review (Publikation) | de_CH |
| zhaw.webfeed | W: Spitzenpublikation | de_CH |
| zhaw.author.additional | No | de_CH |
| zhaw.display.portrait | Yes | de_CH |
| Appears in collections: | Publikationen School of Management and Law | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2022_Richter_Liquidity-commonality-sovereign-bond-markets.pdf | 1.25 MB | Adobe PDF |  View/Open |
Show simple item record
Richter, T. J. (2022). Liquidity commonality in sovereign bond markets. International Review of Economics & Finance, 78, 501–518. https://doi.org/10.1016/j.iref.2021.12.001
Richter, T.J. (2022) ‘Liquidity commonality in sovereign bond markets’, International Review of Economics & Finance, 78, pp. 501–518. Available at: https://doi.org/10.1016/j.iref.2021.12.001.
T. J. Richter, “Liquidity commonality in sovereign bond markets,” International Review of Economics & Finance, vol. 78, pp. 501–518, 2022, doi: 10.1016/j.iref.2021.12.001.
RICHTER, Thomas Julian, 2022. Liquidity commonality in sovereign bond markets. International Review of Economics & Finance. 2022. Bd. 78, S. 501–518. DOI 10.1016/j.iref.2021.12.001
Richter, Thomas Julian. 2022. “Liquidity Commonality in Sovereign Bond Markets.” International Review of Economics & Finance 78: 501–18. https://doi.org/10.1016/j.iref.2021.12.001.
Richter, Thomas Julian. “Liquidity Commonality in Sovereign Bond Markets.” International Review of Economics & Finance, vol. 78, 2022, pp. 501–18, https://doi.org/10.1016/j.iref.2021.12.001.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.