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https://ir.iimcal.ac.in:8443/jspui/handle/123456789/966| Title: | Liquidity Premium in the Indian Corporate Bond Market |
| Authors: | Seth, Rama Dey, Malay Narayanan, Sethunarayanan |
| Keywords: | Liquidity Bond Rating Yield Spread |
| Issue Date: | 2012 |
| Publisher: | AR-IIMC International Academic Research Journal of Business and Management |
| Series/Report no.: | 1(7) |
| Abstract: | We test the empirical model in Subrahmanyam et al. (2009) for the Indian corporate bond market. We obtain daily time series data for approximately four years, 2007-10 for the corporate bond market from NSE and test the hypothesis that liquidity and trading activity explains a part of the variation in yield spreads.2 We find mixed evidence on liquidity premium on yield spreads |
| Description: | Malay Dey, University of Illinois, Urbana-Champaign; Rama Seth, Department of Finance & Control, Indian Institute of Management Calcutta, Kolkata |
| URI: | https://www.researchgate.net/publication/259998579 https://ir.iimcal.ac.in:8443/jspui/handle/123456789/966 |
| Appears in Collections: | Finance and Control |
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