Факторы, Влияющие На Ликвидность Корпоративных Облигаций (Factors Affecting the Liquidity of Corporate Bonds)

62 Pages Posted: 23 Apr 2017

See all articles by Alexander Radygin

Alexander Radygin

Gaidar Institute for Economic Policy; Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research

Kseniia Akshentceva

Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research

Maria Chernova

Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research

Alexander E. Abramov

Gaidar Institute for Economic Policy

Date Written: April 21, 2017

Abstract

Russian Abstract: Целью настоящего исследования является объяснение факторов, влияющих на показатель ликвидности корпоративных облигаций, в качестве которого был избран синтетический коэффициент ликвидности, используемый в методике ценообразования облигаций, принятой Национальной фондовой ассоциацией.

English Abstract: The purpose of this study is to explain the factors affecting the index of liquidity of corporate bonds, which is synthetic liquidity ratio used in the bond pricing methodology adopted by the National Stock Association.

Note: Downloadable document is in Russian.

Suggested Citation

Radygin, Alexander and Akshentceva, Kseniia and Chernova, Maria and Abramov, Alexander E., Факторы, Влияющие На Ликвидность Корпоративных Облигаций (Factors Affecting the Liquidity of Corporate Bonds) (April 21, 2017). Available at SSRN: https://ssrn.com/abstract=2956394 or http://dx.doi.org/10.2139/ssrn.2956394

Alexander Radygin (Contact Author)

Gaidar Institute for Economic Policy ( email )

Gazetny pereulok, 3-5
Moscow, 125993
Russia

Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Kseniia Akshentceva

Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Maria Chernova

Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Alexander E. Abramov

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

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