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Liquidity in the JGB cash market: an evaluation from detailed transaction data

In: Are post-crisis statistical initiatives completed?

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  • Toshiyuki Sakiyama
  • Shun Kobayashi

Abstract

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  • Toshiyuki Sakiyama & Shun Kobayashi, 2019. "Liquidity in the JGB cash market: an evaluation from detailed transaction data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:49-43
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    File URL: https://www.bis.org/ifc/publ/ifcb49_43.pdf
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    References listed on IDEAS

    as
    1. Michael J. Fleming, 2003. "Measuring treasury market liquidity," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 83-108.
    2. Kenji Nishizaki & Akira Tsuchikawa & Tomoyuki Yagi, 2013. "Indicators Related to Liquidity in JGB Markets," Bank of Japan Review Series 13-E-3, Bank of Japan.
    3. Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015. "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 15-E-2, Bank of Japan.
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