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|Title:||Liquidity Premium in the Indian Corporate Bond Market|
International Academic Research Journal of Business and Management
|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|
|Appears in Collections:||Finance and Control|
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