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The Euro and the Liquidity of European Fixed Income Markets

In: Market Liquidity: Research Findings and Selected Policy Implications

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  • Robert N McCauley

    (Bank for International Settlements)

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  • Robert N McCauley, 1999. "The Euro and the Liquidity of European Fixed Income Markets," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-26, Bank for International Settlements.
    • Handle: RePEc:bis:biscgc:11-09
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    File URL: http://www.bis.org/publ/cgfs11mccau.pdf
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    References listed on IDEAS

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    1. Robert N. McCauley & William R. White, 1997. "The Euro and European financial markets," BIS Working Papers 41, Bank for International Settlements.
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    Cited by:

    1. Jose A. Lopez & Mark M. Spiegel, 2006. "Foreign bank lending and bond underwriting in Japan during the lost decade," Working Paper Series 2006-45, Federal Reserve Bank of San Francisco.
    2. Li, Youwei & Waterworth, James, 2016. "Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt," MPRA Paper 71221, University Library of Munich, Germany.
    3. Claessens,Stijn & Klingebiel,Daniela M. H. & Schmukler,Sergio L., 2003. "Government bonds in domestic and foreign currency: the role of macroeconomic and institutional factors," Policy Research Working Paper Series 2986, The World Bank.
    4. Robert N. McCauley & Eric Chan, 2009. "Hong Kong and Shanghai: Yesterday, Today and Tomorrow," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 13-37, National Bureau of Economic Research, Inc.
    5. Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
    6. Moore, Michael & Dunne, Peter G & Portes, Richard, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," CEPR Discussion Papers 3490, C.E.P.R. Discussion Papers.
    7. Sami Jarvinen & Jari Kappi, 2004. "Manipulation of the Bund futures market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(11), pages 799-808.
    8. De Santis, Roberto A. & Stein, Michael, 2015. "Financial indicators signaling correlation changes in sovereign bond markets," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 86-102.
    9. Kollo, Michael G., 2005. "Underwriter competition and gross spreads in the eurobond market," Working Paper Series 550, European Central Bank.
    10. Stijn Claessens & Daniela Klingebiel & Sergio L. Schmukler, 2007. "Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 370-413, May.
    11. Alain Monfort & Jean-Paul Renne, 2011. "Credit and Liquidity Risks in Euro-area Sovereign Yield Curves," Working Papers 2011-26, Center for Research in Economics and Statistics.
    12. Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James, 2021. "Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).

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