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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Hlavní autor: Lybek, Tonny
Další autoři: Sarr, Abdourahmane
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2002.
Edice:IMF Working Papers; Working Paper ; No. 2002/232
On-line přístup:Full text available on IMF
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Shrnutí: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), immediacy, depth, breadth, and resiliency. These measures are applied in selected foreign exchange, money, and capital markets to illustrate their operational usefulness. A number of measures must be considered because there is no single theoretically correct and universally accepted measure to determine a market's degree of liquidity and because market-specific factors and peculiarities must be considered.
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Fyzický popis:1 online resource (63 pages)
Médium:Mode of access: Internet
ISSN:1018-5941
Přístup:Electronic access restricted to authorized BRAC University faculty, staff and students