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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Автор: De Nicolo, Gianni
Інші автори: Ivaschenko, Iryna
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2009.
Серія:IMF Working Papers; Working Paper ; No. 2009/052
Онлайн доступ:Full text available on IMF