Global Liquidity, Risk Premiums and Growth Opportunities /

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such measures are determinants of selected spreads and proxy measures of countries' g...

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Détails bibliographiques
Auteur principal: De Nicolo, Gianni
Autres auteurs: Ivaschenko, Iryna
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2009.
Collection:IMF Working Papers; Working Paper ; No. 2009/052
Accès en ligne:Full text available on IMF