Exploring the Dynamics of Global Liquidity /

This paper explores the concept of global liquidity, its measurement and macro-financial importance. We construct two sets of indicators for global liquidity: a quantity series distinguishing between core and noncore liabilities of financial intermediatires and a corresponding price series. Using pr...

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Detalles Bibliográficos
Autor principal: Chen, Sally
Otros Autores: Liu, Philip, Maechler, Andrea, Marsh, Chris
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2012.
Colección:IMF Working Papers; Working Paper ; No. 2012/246
Acceso en línea:Full text available on IMF
Descripción
Sumario:This paper explores the concept of global liquidity, its measurement and macro-financial importance. We construct two sets of indicators for global liquidity: a quantity series distinguishing between core and noncore liabilities of financial intermediatires and a corresponding price series. Using price and quantity indicators simultaneously, it is possible to distinguish between shocks to the supply and demand for global liquidity, and isolate their impact on the economy. Our results confirm that global liquidity conditions matter for economic and financial stability, and points to indicators whose regular monitoring could be valuable to policymakers.a.
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Descripción Física:1 online resource (47 pages)
Formato:Mode of access: Internet
ISSN:1018-5941
Acceso:Electronic access restricted to authorized BRAC University faculty, staff and students