2020
DOI: 10.24135/afl.v9i2.251
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Liquidity in Asian Financial Markets: Crowding Out or Spillover Effect

Abstract: The paper attempts to explore the relationship between the stock market and the corporate bond market, with a focus on the inter-dependency of liquidity between the two markets. The study employs a panel dataset to assess the impact of stock market liquidity on the corporate bond market liquidity for top five Asian economies (ranked by GDP) for the period 2008-2017. In contrast to limited number of earlier studies that reported a spillover effect of liquidity among the markets for stock and government bonds, t… Show more

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