Measuring Liquidity in Financial Markets /
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), immediac...
| Hlavní autor: | |
|---|---|
| Další autoři: | |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2002.
|
| Edice: | IMF Working Papers; Working Paper ;
No. 2002/232 |
| On-line přístup: | Full text available on IMF |