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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Bibliographic Details
Main Author: De Nicolo, Gianni
Other Authors: Ivaschenko, Iryna
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/052
Online Access:Full text available on IMF