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Home > Research and Studies > Bank of Japan Working Paper Series, Review Series, and Research Laboratory Series > Bank of Japan Review Series 2013 > (BOJ Review) Indicators Related to Liquidity in JGB Markets
November 29, 2013
Kenji Nishizaki, Akira Tsuchikawa, Tomoyuki Yagi
Financial Markets Department
Japanese government bonds (JGBs) have a range of uses in broad market trading. To ensure that market transactions involving JGBs operate smoothly, sufficient liquidity in JGB markets is an important condition. There are a number of concepts for evaluating liquidity in JGB markets, and the indicators corresponding to them are accordingly diverse. In assessing liquidity in JGB markets, it is important to monitor indicators as broadly as possible and grasp market liquidity comprehensively. This paper introduces some of the indicators related to liquidity in JGB markets.
Bank of Japan Review is published by the Bank of Japan to explain recent economic and financial topics for a wide range of readers. This report, 2013-E-3, is a translation of the original Japanese version, 2013-J-6, published in October 2013. The views expressed in the Review are those of the authors and do not necessarily represent those of the Bank of Japan.
If you have comments or questions, please contact Kenji Nishizaki, Financial Markets Department (E-mail: firstname.lastname@example.org).