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...

Полное описание

Библиографические подробности
Главный автор: De Nicolo, Gianni
Другие авторы: Ivaschenko, Iryna
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2009.
Серии:IMF Working Papers; Working Paper ; No. 2009/052
Online-ссылка:Full text available on IMF