Liquidity Performance Measures On Bond Markets

2023-1-24
Aktaş, Doğan
Financial markets are very important because of the facility provides in trade. Hence, performance of a fi nancial market is important. Liquidity is a crucial indicator to evaluate a financial market's performance. In this paper, liquidity performance measures for bond markets are examined with real-life examples.

Suggestions

Liquidity and Asset Pricing under the Presence of Market Frictions; with an Analysis
Özcan, Burcu; Gaygısız Lajunen, Esma; Department of Financial Mathematics (2022-9-05)
This paper provides a literature review on the models explaining the relationship between liquidity and asset prices with an emphesis on the Vayanos and Wang’s model (2012) which is one of the most significant contributions to this literature.
Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes
Kara, Alper; Yıldırım Kasap, Dilem; Tunç, Gül İpek (2022-03-01)
The dynamics of metal prices are highly significant for worldwide economic activity due to metals being key intermediate inputs to industrial production and construction and treated as investment assets. In that sense, this study investigates the efficient market hypothesis, i.e., predictability of price patterns, for several non-renewable resources, namely copper, lead, tin, nickel, zinc, aluminum, gold, platinum, and silver. Our period covers 1980Q1-2019Q4, during which metal markets witnessed many extrao...
Real estate appraisal methods and their application in Ankara
Bulut, Zeynep; Türel, Ali; Department of City and Regional Planning (2011)
Real estate is one of the reliable and important investment types for individuals and institutions. Interest in the price appraisal of real estate has increased with rapid development of real estate sector and its legal infrastructure in recent years. Conducting planned urbanization, choosing settlement areas and estimating their inner or outer transport costs, improving capital markets transparency, and reliability require a reliable price valuation of real estate assets. Appraisal in real estate is also i...
Liquidity risk in banking sector : a ratio analysis applied to Turkish commercial banks
Ayaydın, Hande; Gaygısız Lajunen, Esma; Department of Economics (2004)
The financial crises and bank runs in the past decade increased attention to the financial systems. In Turkey as in Europe banks are main financial intermediaries and financial crises occur mostly due to realization of risks in banks. Although liquidity risk is embedded into daily operations of banks unless controlled it may take banks into insolvency and even bankruptcy. This thesis aims to examine liquidity risk structure of Turkish banking sector. As a sample the domestic commercial banks in Turkey is ch...
Liquidity risk situation of turkish insurance industry and firm specific factors affecting liquidity
Balkanlı, Ayşegül; Yılmaz, Özlem; Department of Business Administration (2010)
Recent changes in the insurance regulations and laws in Turkey lead insurance industry to gain further importance and turn the insurance industry one of the rising sectors in financial markets. However, while these favorable events for the insurance industry takes place in Turkish markets, on the global markets the economic crisis initiated with the collapse of US sub-prime mortgage markets deepened and the credit crunch arose in the aftermath. In the times of credit stress having good liquidity base is imp...
Citation Formats
D. Aktaş, “Liquidity Performance Measures On Bond Markets,” M.S. - Master Of Science Without Thesis, Middle East Technical University, 2023.