Liquidity Issues in Indian Sovereign Bond Market
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References listed on IDEAS
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Cited by:
- Endo, Tadashi, 2022. "Endogenous market development for government securities in lower-income economies," Emerging Markets Review, Elsevier, vol. 50(C).
- Ajit Dayanandan & Jai Chander & N. R. V. V. M. K. Rajendra Kumar, 2023. "Size and liquidity of government securities in India," Indian Economic Review, Springer, vol. 58(1), pages 71-90, June.
- Michael J. Fleming & Seema Saggar & Samita Sareen, 2016. "Trading activity in the Indian government bond market," Staff Reports 785, Federal Reserve Bank of New York.
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More about this item
Keywords
liquidity; liquidity premium; bond yield; Indian Sovereign Bonds; Impact Cost; Turnover Ratio; NDS-OM; Liquidity Adjustment Facility;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2013-11-29 (Financial Markets)
- NEP-MAC-2013-11-29 (Macroeconomics)
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