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|z 9781451875577
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|a 1018-5941
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|a Lybek, Tonny.
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|a Measuring Liquidity in Financial Markets /
|c Tonny Lybek, Abdourahmane Sarr.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2002.
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|a 1 online resource (63 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper provides an overview of indicators that can be used to illustrate and analyze liquidity developments in financial markets. The measures include bid-ask spreads, turnover ratios, and price impact measures. They gauge different aspects of market liquidity, namely tightness (costs), immediacy, depth, breadth, and resiliency. These measures are applied in selected foreign exchange, money, and capital markets to illustrate their operational usefulness. A number of measures must be considered because there is no single theoretically correct and universally accepted measure to determine a market's degree of liquidity and because market-specific factors and peculiarities must be considered.
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|a Mode of access: Internet
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|a Sarr, Abdourahmane.
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|a IMF Working Papers; Working Paper ;
|v No. 2002/232
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2002/232/001.2002.issue-232-en.xml
|z IMF e-Library
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