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...
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| 格式: | 杂志 |
| 语言: | English |
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Washington, D.C. :
International Monetary Fund,
2002.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2002/232 |
| 在线阅读: | Full text available on IMF |