Relevant bibliographies by topics / Liquidity

Academic literature on the topic 'Liquidity'

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Published: 4 June 2021
Last updated: 1 June 2024

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Journal articles on the topic "Liquidity"

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Rozhkov, Y. V. "THE USE OF LIQUIDING AS A BANK MANAGEMENT CATEGORY." Vestnik of Khabarovsk State University of Economics and Law, no. 3 (January 20, 2021): 61–64. http://dx.doi.org/10.38161/2618-9526-2020-3-12.

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The article describes the theoretical problems related to the use of «bank liquidity» category. «Function» category is revealed in relation to the liquidity of credit institutions. It is proposed to introduce «liquiding» category into scientific and practical circulation as a quintessence that combines the concepts of «liquidity», «liquidity management», «liquidity risk management»
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Muhammad Yar Khan, Javaria Liaqat, Tahira Awan, and Wajid Khan. "The Impact of Macroeconomic Factors on Banks Liquidity Risk: Evidence From Pakistan." Journal of Business & Tourism 5, no. 2 (November 6, 2021): 155–63. http://dx.doi.org/10.34260/jbt.v5i2.147.

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The aim of the study is to identify the factors that influence liquidity risks of the banks by considering the panel of 18 top listed banks in Pakistan during a period of 2010 -2016. The study employed panel random effect regression model to absorb time-invariant shocks, which gives robust inferences. The results of liquidity risk confirmed that the country’s economic growth and price inflation further escalates liquidly risk while, FDI inflows reduces liquidity risks in Pakistani’s banks, thus it is concluded that bank’s liquidity risks required easy monetary policy to advancing loans and charging low interest rate, which ultimately will increase ROA, and ROE, while it would helpful to decrease high risk of bank’s liquidly in a given country.
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Corcuera, José Manuel, Florence Guillaume, Dilip B. Madan, and Wim Schoutens. "Implied liquidity: towards stochastic liquidity modelling and liquidity trading." International Journal of Portfolio Analysis and Management 1, no. 1 (2012): 80. http://dx.doi.org/10.1504/ijpam.2012.046910.

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Buchner, Axel. "Equilibrium liquidity premia of private equity funds." Journal of Risk Finance 17, no. 1 (January 18, 2016): 110–28. http://dx.doi.org/10.1108/jrf-07-2015-0068.

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Purpose – The purpose of this paper is to propose a novel theory of the equilibrium liquidity premia of private equity funds and explore its asset-pricing implications. Design/methodology/approach – The theory assumes that investors are exposed to the risk of facing surprise liquidity shocks, which upon arrival force them to liquidate their positions on the secondary private equity markets at some stochastic discount to the fund’s current net asset value. Assuming a competitive market where fund managers capture all rents from managing the funds and investors just break even on their positions, liquidity premia are defined as the risk-adjusted excess returns that fund managers must generate to compensate investors for the costs of illiquidity. The model is calibrated to data of buyout funds and is illustrated by using numerical simulations. Findings – The model analysis generates a rich set of novel implications. These concern how fund characteristics affect liquidity premia, the role of the investors’ propensities of liquidity shocks in determining liquidity premia and the impact of market conditions and cycles on liquidity premia. Originality/value – This is the first paper that derives liquidity premia of private equity funds in an equilibrium setting in which investors are exposed to the risk of facing surprise liquidity shocks.
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Benson, Karen, Robert Faff, and Tom Smith. "Injecting liquidity into liquidity research." Pacific-Basin Finance Journal 35 (November 2015): 533–40. http://dx.doi.org/10.1016/j.pacfin.2015.10.001.

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Gopalan, Radhakrishnan, Ohad Kadan, and Mikhail Pevzner. "Asset Liquidity and Stock Liquidity." Journal of Financial and Quantitative Analysis 47, no. 2 (January 24, 2012): 333–64. http://dx.doi.org/10.1017/s0022109012000130.

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AbstractWe study the relation between asset liquidity and stock liquidity. Our model shows that the relation may be either positive or negative depending on parameter values. Asset liquidity improves stock liquidity more for firms that are less likely to reinvest their liquid assets (i.e., firms with less growth opportunities and financially constrained firms). Empirically, we find a positive and economically large relation between asset liquidity and stock liquidity. Consistent with our model, the relation is more positive for firms that are less likely to reinvest their liquid assets. Our results also shed light on the value of holding liquid assets.
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Brunnermeier, Markus K., and Lasse Heje Pedersen. "Market Liquidity and Funding Liquidity." Review of Financial Studies 22, no. 6 (November 26, 2008): 2201–38. http://dx.doi.org/10.1093/rfs/hhn098.

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JOHNSON, T. "Volume, liquidity, and liquidity risk☆." Journal of Financial Economics 87, no. 2 (February 2008): 388–417. http://dx.doi.org/10.1016/j.jfineco.2007.03.006.

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Goyenko, Ruslan Y., Craig W. Holden, and Charles A. Trzcinka. "Do liquidity measures measure liquidity?☆." Journal of Financial Economics 92, no. 2 (May 2009): 153–81. http://dx.doi.org/10.1016/j.jfineco.2008.06.002.

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Wang, Youyu. "Study on the effectiveness of fluidity clause in the era of Civil Code." BCP Business & Management 49 (August 16, 2023): 189–203. http://dx.doi.org/10.54691/bcpbm.v49i.5425.

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In the background of the concept of substantive guarantee introducing in the Civil Code, invalidating the effectiveness of liquidity pledge clauses rigidly in the sales guarantee is no longer appropriate. Although there is a new development in the Civil Code for liquidity pledge clauses, which tends to moderate the legitimacy of liquidity pledge clauses, it does not specify the effectiveness of the clause, and there is a certain legislative gap. With the loss of the necessity of the legislative purpose of the foundation of liquidity pledge clauses and the decline of the comparative law, the analogous application of liquidity pledge clauses to the sales guarantee will result in an undue generalization of the validity range of the liquidity pledge rule. Therefore, the legitimacy of liquidity pledge clauses should be permitted in the case of the sales guarantee. At the same time, vesting liquidation obligation should be introduced in this form of guarantee, and the obligation to liquidate should be imposed on the creditor, which is a way to clear the obstacles faced by the lifting of the ban on liquidity pledge clauses and to protect the balance of interests of both parties. At the same time, if the difference between the value of the collateral and the claim does not “exceed 24% per year”,the liquidation procedure can not be requested ,thus maximizing the efficiency value of liquidity pledge clauses.
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Dissertations / Theses on the topic "Liquidity"

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Bawazir, Hana Saeed. "Liquidity, liquidity risk and liquidity regulation in banking." Thesis, University of Southampton, 2018. https://eprints.soton.ac.uk/421043/.

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This thesis focuses on the importance of bank liquidity in the overall banking system during various liquidity shocks. To this end, three different empirical research are conducted in this thesis. We start with an investigation of the impact of bank market power on liquidity creation during the global financial crisis (GFC) in European banking. Second, we extend our analysis and examine how the liquidity ratio requirements under Basel III affects their risk and return. Following this, we consider the banking system in the Gulf Cooperation Council (GCC) and investigate whether the effect of the oil price shock that began in June 2014 on bank lending differs depending upon the level of bank liquidity. Using different causal effect econometric analysis, we present robust evidence for the following findings. First, we find that banks with greater market power significantly increase liquidity creation in the economy. Second, we present strong evidence for a positive link between bank liquidity and their ability to mitigate a negative shock. Focusing on the GFC, we find that the combined effect of high market power and government intervention through guarantees reduces liquidity creation as the level of bank liquidity increases to ensure financial stability. In addition, we find that adherence to the liquidity requirements under Basel III causes financial stability of European banks to increase. Also, we find evidence of a trade-off between liquidity and bank profitability. The subsequent analysis of bank lending in the GCC countries during the oil price shock suggests that credit growth generally declines as a result of lower oil prices. However, banks with a high level of liquidity buffers mitigate the impact of the oil price shock. This offers greater support for the view that higher liquidity buffers are a source of reducing potential bank distress and promote financial stability during crises years.
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Nowak, Arkadiusz. "Liquidity levels, liquidity risk, and market fragmentation." Access to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file, 89 p, 2008. http://proquest.umi.com/pqdweb?did=1601516561&sid=2&Fmt=2&clientId=8331&RQT=309&VName=PQD.

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Von, Trotta-Treyden Michael, and Rickard Strand. "Momentum & Liquidity : Do Liquidity Strategies Add Return?" Thesis, Stockholm University, School of Business, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6043.

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Momentum can be explained as a passive strategy which is rebalanced continually over time. It can be divided into a long position in observed “winners”, and a short position in observed “losers”. This study tries to find out if some kind of liquidity strategy can increase any abnormal return generated by a conventional momentum strategy. Our data is based on monthly returns from all listed companies at Stockholm Stock Exchange between January 1997 and June 2005. We have, in addition to a plain momentum strategy, composed four different liquidity strategies, based on four different observing periods and four different holding periods. Our findings show that momentum has been present during our observation period, where the most profitable portfolio has an observation period of 3 months and a holding period of 6 months, and generates an abnormal return of 253 percent. Or findings from adding liquidity as a second component show that the most profitable strategy is to reverse the high-low strategy with observe and hold periods of 12 months, which has generated an abnormal return of 345% and a risk-adjusted alpha of 0.411. We can also conclude that additional abnormal and risk-adjusted return has been generated by adding liquidity as a second component to plain momentum. Overall the prevailing strategy regarding liquidity is to go long in low volume loser or short in high volume losers. We also find that the most extreme values are generated in the 12 month holding period portfolios. Reasonable explanations for these findings might be derived from a potential steeper upside in low liquidity losers, company specific characteristics and behavioural theories, but can not be concluded beyond reasonable doubt out of the results in this paper.

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Salé, Laurent. "Liquidity in the banking sector." Thesis, Paris 1, 2016. http://www.theses.fr/2016PA01E002/document.

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Comme un déterminant de la survie d'une banque durant la crise financière de 2007/2008, la liquidité dans le secteur bancaire a depuis récemment représenté un défi pour les communautés financières et universitaires. Les trois articles présentés dans cette thèse portent sur les deux principales facettes de la liquidité dans le secteur bancaire: la détention d'actifs liquides (à savoir, la trésorerie et les ressources assimilées) et le processus de création de la liquidité dans les banques utilisé pour financer des prêts. Comme on le verra dans les articles, ces deux aspects de la liquidité peuvent être considérés comme les deux faces d'une même pièce. Je reconnais que la liquidité dans le secteur bancaire est liée à la création monétaire; cependant, cette thèse se concentre sur les deux précités aspects de la liquidité. Tout d'abord, cette introduction présente comment le concept de la liquidité a évolué dans la pensée économique dominante. La seconde partie considère le renouveau de la détention de cash qui a été observée depuis la crise financière de 2007/2008 dans le secteur bancaire. La troisième section examine les propriétés de liquidité. La quatrième section explore ce que nous ne savons pas sur la liquidité. La cinquième section identifie et sélectionne trois problèmes fondamentaux relatifs à liquidité et qui sont analysés dans les trois articles présentés dans thèse. La sixième et dernière section présente la méthodologie utilisée dans les trois articles pour répondre à ces questions. Chapitre 1 : “Why do banks hold cash ?". La détention de cash et assimilé cash par les banques détiennent est devenue un enjeu majeur depuis la crise financière de 2008 qui a démontré que la trésorerie retenue est un déterminant majeur dans les chances de survie des banques. Cet article examine les déterminants de la détention de cash banque en utilisant des données internationales pour la période 1981-2014. Sur la base d'un grand échantillon, nous documentons une augmentation séculaire de la détention de cash par les banques pendant une période de 35 ans. Nous apportons la preuve que la nature optimale dynamique de la détention de cash est rejetée dans le secteur bancaire. Ces résultats contrastent avec le secteur non bancaire, où la nature optimale dynamique de trésorerie est observée. Chapitre 2: “Does an increase in capital negatively impact banking liquidity creation?”. A partir d'un ensemble de données composé d'un panel de 940 banques cotées des pays européens, américains et asiatiques, cet article documente l'évolution de la création de la liquidité bancaire au cours d'une période de 35 ans (1981-2014). La preuve empirique confirme que les niveaux de risque et de capital jouent un rôle significatif et négatif dans la création de liquidité par les banques. Dans l'ensemble, les effets négatifs de l’augmentation de capital sur la création de la liquidité bancaire sont plus importants que les effets positifs sur la gestion du risque correspondant, ce qui suggère que les exigences de fonds propres imposées pour soutenir la stabilité financière affectent négativement la création de liquidités. Ces résultats ont de larges implications pour les régulateurs bancaires. Chapitre 3: “Positive effects of Basel III on banking liquidity creation”. Ce document évalue l'effet du cadre réglementaire de Bâle III sur la création de liquidité bancaire. Les résultats sont basés sur un ensemble de données de panel de banques américaines qui représentent environ 60% des prêts et dépôts américains sur une période de 7 ans (2009-2015), en plus de différence dans la différence et les méthodes de survie standard. Tous les composants de Bâle III pris ensemble, il existe des preuves empiriques que Bâle III a un effet positif sur la création de liquidité bancaire sur le marché américain, en particulier pour les grandes banques. Ces résultats ont de larges implications pour les régulateurs bancaires
As one determinant of a bank’s survival during the financial crisis of 2007-2008, liquidity in the banking sector presents a challenge for the financial and academic communities and has recently become a central point of interest. The three articles presented in this thesis focus on the two main facets of liquidity in the banking sector: the holding of liquid assets (i.e., cash and assimilated resources) and the process of liquidity-creation in banks used to fund loans. As will be discussed in the articles, these two aspects of liquidity can be viewed as two sides of the same coin. I acknowledge that liquidity in banking is linked to the creation of money; however, this thesis focuses on the aforementioned two aspects of liquidity. First, this section presents how ideas about liquidity in the banking sector have evolved in mainstream economic thought. Second, it considers the revival of cash-holding that has been observed since the financial crisis of 2007-2008. Third, it discusses the properties of liquidity. Fourth, it explores what we do not know about liquidity. Fifth, it identifies the fundamental issues analyzed in the three articles. Finally, it presents the methodology used in the articles to address these issues. Chapter1: “Why do banks hold cash ?”. This paper investigates the determinants of bank cash holding by using international data for the period 1981-2014. The results do not seem to provide support for the substitutability hypothesis regarding the substitutive relation between cash and debt levels. Further, using the GMM-system estimation method, we find no support for the dynamic optimal cash model, suggesting that cash management in the banking sector is bounded by number of constraints that make it difficult for the agents to optimize their utility. Chapter 2: “Does an increase in capital negatively impact banking liquidity creation?”. From a dataset composed of a panel of 940 listed banks based in European, American and Asian countries, this paper documents the evolution of bank liquidity creation over a 35-year period (1981-2014). The empirical evidence confirms that risk and equity levels play a significant and negative role. Overall, the negative effects of equity increases on bank liquidity creation are more significant than corresponding positive effects on risk management, suggesting that capital requirements imposed to support financial stability negatively affect liquidity creation. These findings have broad implications for policymakers. Chapter 3: “Positive effects of Basel III on banking liquidity creation”. This paper estimates the effect of the Basel III regulatory framework on banking liquidity creation. The results are based on a panel data set of U.S. banks that represent approximately 60% of U.S. loans and deposits over a 7-year period (from 2009 to 2015) in addition to difference-in-difference and standard survival methods. All components of Basel III taken together, there is empirical evidence that Basel III has a positive effect on banking liquidity creation in the US market in particular for major banks. These findings have broad implications for policy makers
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Tian, Shu. "Essays on Stock Market Liquidity and Liquidity Risk Premium." ScholarWorks@UNO, 2010. http://scholarworks.uno.edu/td/1153.

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This dissertation addresses issues concerning liquidity and its volatility. It consists of two essays. The first essay, "Liquidity, Macro Factors and the U.S. Equity Flows to Emerging Markets", examines the role of liquidity on equity flows from the U.S. to fifteen emerging markets around the world. Since liquidity has many dimensions, an emphasis is placed on utilizing various measures of liquidity. Moreover, both static and dynamic analyses, as well as short and long-horizon regressions, are performed to investigate the research questions. The results suggest that a liquid market attracts flows, after controlling for market size, political openness, exchange rate and other macro factors. Additionally, evidence indicates that the importance of liquidity varies across regions. For instance in the Asian region, the relation between equity flows and volume-related liquidity is weak while that between flows and price impacts of trading is strong. Evidence also supports the relevance of macro factors such as a country's economic freedom. The second essay, "Liquidity Risk Premium Puzzle and Possible Explanations", attempts to resolve the liquidity risk puzzle: a negative relation between returns and liquidity risk, documented by Chordia, Subrahmanyam, and Anshuman (2001b), by employing alternative liquidity measures and by incorporating factors that might potentially affect the relation. The main findings are as follows. The relation between stock returns and volatility of liquidity depends on the measure of liquidity. When liquidity measures are based on trading volume, the results are largely mixed, but when liquidity is measured based on price impact of trading, the relation between returns and volatility of price impacts is positive, as expected. The results are sensitive to time periods examined. Moreover, during extreme down markets, the aversion to liquidity volatility is lower, suggesting behavioral bias might potentially address the puzzle. Empirical findings also suggest that liquidity risk premium tends to be greater for small stocks. Finally, when the VIX index is included as a proxy for investor sentiment, the results indicate that the relation between returns and liquidity risk is significantly positive in four out of five liquidity measures. In sum, the empirical analysis partially but not completely addresses the puzzle.
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Bhyat, Aneez. "An examination of liquidity risk and liquidity risk measures." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/10113.

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Includes bibliographical references (leaves 199-205).
Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regarding its definition and measurement. Current liquidity risk measures differ fairly widely in both respects. This thesis attempts at addressing this by consolidating and examining the principle liquidity risk measures used in financial literature.
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Holovka, Martin. "New challenges in managing Liquidity risk - Liquidity Black Holes." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-76182.

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Following the financial turmoil in 2007/2008 liquidity black holes (LBH) has become arising topic often discussed among academics as well as portfolio managers all around the world. More recent view on liquidity risk covers those liquidity black holes which occur when the liquidity completely dries up in a particular market and the market becomes one-sided. There are basically 2 channels through which liquidity can be affected - Demand and Supply. In first case, the portfolios of investors lose the value and consequently the investors lose confidence in financial system. In the second case, banks hit their capital constraints, they tighten the terms of providing credits and loans to reduce the credit risk exposure and hence it becomes more difficult for firms to raise the funds. At this point dangerous spiral arises and the liquidity of financial system evaporates rapidly. The crucial point of this master thesis is to find the main determinants of Liquidity Black holes and find possible solutions to avoid their appearance.
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Azzouzi, Idrissi Youssef. "La liquidité bancaire : risques, thésaurisation et dimension systémique." Thesis, Grenoble, 2014. http://www.theses.fr/2014GRENG010.

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Cette thèse s'inscrit dans le contexte d'après crises des subprimes et des dettes souveraines européennes. Il s'agit de périodes durant lesquelles les banques, en particulier dans la zone Euro et aux Etats-Unis, ont fait face à un assèchement de liquidité sans précédent ayant paralysé le système bancaire et conduit à la faillite de banques dont certaines solvables. La thèse cherche à répondre à la problématique suivante : Quelles sont les raisons du dysfonctionnement de deux canaux importants d'approvisionnement en liquidité par les banques, à savoir, le marché des actifs et surtout le marché monétaire interbancaire ? L'objectif est d'avoir un cadre d'analyse qui permet d'évaluer les propositions de la réglementation Bâle III en matière de contrôle du risque de liquidité dans les banques et d'éclairer les réflexions autour de la supervision bancaire. La première étude empirique est consacrée aux interactions entre le risque de liquidité de financement et le risque de liquidité de marché en situation de crise. Elle confirme bien la présence d'un renforcement mutuel entre ces deux types de risque dans les cas américain et européen durant la période allant de 2007 à 2011. La deuxième étude empirique se focalise sur le dysfonctionnement du marché monétaire interbancaire dans la zone Euro durant la même période en identifiant les motifs de la thésaurisation de liquidité par les banques, à savoir, le risque de contrepartie, le motif de précaution et le motif de spéculation. Les résultats montrent bien qu'il y a une relation significativement positive entre ces trois facteurs et la thésaurisation. Enfin, la troisième étude met l'accent sur les conséquences de la thésaurisation en termes de contagion interbancaire et de risque systémique. Les résultats confirment en effet l'impact de la thésaurisation sur le risque systémique dans la zone Euro
During the U.S subprimes and the European sovereign debt crisis, banks faced with an unprecedent liquidity drying-up, leading to a banking system paralysis and failures of banks (including some solvable banks), in particular in United States and Euro zone. This dissertation seeks to answer the following question: what are the reasons of dysfunction of two important channels of liquidity supply of banks, namely, asset market and interbank money market? The aim is to have an analysis framework in order to evaluate banking regulations issued by Basel III and to enlighten reflections about banking supervision. The first empirical study examines the interactions between funding liquidity risk and market liquidity risk. Its results confirm that these two risk types are mutually reinforcing in American and European cases during the period between 2007 and 2011. The second empirical study focuses on the failure of the interbank market in Euro zone during the same period by identifying the motives behind the bank liquidity hoarding, namely, counterparty risk, precautionary motive and speculative motive. The results show that there is a significantly positive relation between these three factors and the liquidity hoarding. Finally, the third empirical study illustrates the repercussions of this phenomenon on systemic risk. The results confirm the impact of liquidity hoarding on systemic risk in Euro zone
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Killeen, William P. "Essays on liquidity." Thesis, Queen's University Belfast, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269060.

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Junaid, Ahmad. "Liquidity spirals, commonality, corporate governance and crisis : a case of an emerging market." Thesis, Aix-Marseille, 2014. http://www.theses.fr/2014AIXM1038.

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Dans cette étude, nous essayons de combler le fossé entre deux courants de la littérature. Tout d'abord, nous menons une enquête approfondie sur les relations entre la liquidité et la baisse du marché dans un pays émergent (Brésil). Dans notre recherche, nous suivons la méthodologie utilisée par Hameed et al (2010) et Adrian et al (2011). Dans la première partie de l'étude, en utilisant la variable d'estimation de la mesure de liquidité proposée par Corwin et Schultz (2012), nous effectuons une analyse des séries temporelles pour estimer l'effet des rendements sur le marché des rentabilités individuelles, et l'impact de la crise sur la liquidité. Nous étendons en outre notre analyse à la liquidité des financements, mesurée par l'écart de la rémunération entre les "commercial papers" et le taux de base de la banque centrale, pour estimer l'effet de la baisse du marché lorsque les spéculateurs sont confrontés à une contrainte de financement. Dans la deuxième partie de notre recherche nous nous intéressons aux facteurs de la liquidité. Nous estimons l'effet de la liquidité du marché sur liquidité idiosyncrasique, et examinons si cet effet est amplifié dans le contexte de baisse importante des marchés. Dans la troisième partie de la thèse, nous répartissons les actions en trois portefeuilles equi-pondérés en fonction des pratiques de gouvernance d'entreprise différentielles. Nous effectuons l'analyse mentionnée ci-dessus pour estimer si la liquidité des entreprises ayant des pratiques de gouvernance d'entreprise différentes réagit différemment en présence de baisse importante des marchés et de spirales de liquidité
In this study we try to bridge the gap between two strands of literature, first we conduct a thorough investigation about relation between, Market liquidity, funding liquidity and market declines in an emerging market i.e. Brazil. Then we conduct the analysis in the context of differential corporate governance practices and try to find if higher corporate governance practices have an effect on liquidity and how it affects stock liquidity in market declines. We closely follow the methodology used by Hameed et al (2010) and Adrian et al (2011). In the first part of the paper, using the High-Low spread estimator proposed by Corwin et Schultz (2012) as our liquidity proxy, we conduct a time series analysis to estimate the effect of individual returns market returns, and large market declines on liquidity. We further extend our analysis to include funding liquidity, measured by the spread between the commercial paper and the central bank rate, to estimate the effect of market declines when speculators face a funding constraint. In the second part of our analysis we move towards liquidity commonality. We estimate the effect of market wide liquidity movements on individual stock liquidity, and whether this effect is amplified in the context of large market downturns. In the third part of the paper we sort the stocks into three equally weighted portfolios based on differential corporate governance practices. We conduct the above mentioned liquidity analysis to estimate if liquidity of firms with differential corporate governance practices react differently in the times of large market downturns and liquidity spirals
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Books on the topic "Liquidity"

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Brunnermeier, Markus Konrad. Market liquidity and funding liquidity. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Hahn, F. H. Liquidity. Cambridge: University of Cambridge Department of Applied Economics, 1988.

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Schwartz, Robert A., John Aidan Byrne, and Eileen Stempel, eds. Liquidity. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8.

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Banks, Erik. Liquidity Risk. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118.

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Mohamad, Dost. International liquidity. London: Oriental University Press, 1987.

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Soprano, Aldo. Liquidity Management. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119087946.

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Banks, Erik. Liquidity Risk. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137374400.

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Farhi, Emmanuel. Bubbly liquidity. Cambridge, MA: National Bureau of Economic Research, 2011.

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van der Merwe, Andria. Market Liquidity Risk. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137389237.

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Liquidity risk management. Austin, Tex: Thomson/Sheshunoff, 2002.

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Book chapters on the topic "Liquidity"

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Schwartz, Robert A., Justin Schack, R. Cromwell Coulson, David Firmin, Jim Ross, and David Weisberger. "What Can Be Done to Drive Mid- and Small-Cap Liquidity?" In Liquidity, 49–67. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_4.

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Schwartz, Robert A., Bruce Weber, Bryan Christian, Bill Harts, Tim Mahoney, and Henri Waelbroeck. "How Technology Is Transforming Liquidity Provision." In Liquidity, 17–32. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_2.

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Schwartz, Robert A., Ian Domowitz, Robert Barnes, William Dove, Amy Edwards, Robert Schwartz, and Greg Wojciechowski. "New Approaches for Creating Liquidity." In Liquidity, 69–83. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_5.

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Schwartz, Robert A., Larry Tabb, and Michael S. Piwowar. "Fireside Chat: Michael S. Piwowar, Commissioner, Securities and Exchange Commission." In Liquidity, 85–100. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_6.

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Schwartz, Robert A., and Rainer Riess. "Liquidity: A Fluid Concept from a European View." In Liquidity, 33–48. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_3.

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Schwartz, Robert A., Larry Tabb, Ayan Bhattacharya, William Looney, Jeff McCarthy, and Phil Mackintosh. "Indexing, ETFs and Robos: Are Stocks an Endangered Species?" In Liquidity, 1–15. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_1.

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Cramp, A. B. "Liquidity." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_1057-1.

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Cramp, A. B. "Liquidity." In Money, 185–89. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-19804-7_21.

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Cramp, A. B. "Liquidity." In The New Palgrave Dictionary of Economics, 7909–12. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1057.

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Banks, Erik. "Liquidity Risk Defined." In Liquidity Risk, 3–13. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118_1.

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Conference papers on the topic "Liquidity"

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Jeong, Yeonwoo, Chanyoung Jeoung, Hosan Jeong, SangYoon Han, and Juntae Kim. "Efficient Liquidity Providing via Margin Liquidity." In 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC). IEEE, 2023. http://dx.doi.org/10.1109/icbc56567.2023.10174867.

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Singh, Srisht Fateh, Panagiotis Michalopoulos, and Andreas Veneris. "DEEPER: Enhancing Liquidity in Concentrated Liquidity AMM DEX via Sharing." In 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC). IEEE, 2023. http://dx.doi.org/10.1109/icbc56567.2023.10174969.

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Chen, Panjia. "Structural Study of Liquidity: Relative Liquidity Excess with Chinese Characteristics." In 8th International Conference on Management and Computer Science (ICMCS 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/icmcs-18.2018.115.

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Dandekar, Pranav, Ashish Goel, Ramesh Govindan, and Ian Post. "Liquidity in credit networks." In the 12th ACM conference. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/1993574.1993597.

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Dandekar, Pranav, Ashish Goel, Ramesh Govindan, and Ian Post. "Liquidity in credit networks." In the 2010 Workshop. New York, New York, USA: ACM Press, 2010. http://dx.doi.org/10.1145/1879082.1879084.

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Jinyu, Liu. "Momentum effect and liquidity." In 2018 Chinese Control And Decision Conference (CCDC). IEEE, 2018. http://dx.doi.org/10.1109/ccdc.2018.8407674.

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Takemiya, Makoto. "ALT: Aggregate Liquidity Technology." In 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC). IEEE, 2023. http://dx.doi.org/10.1109/icbc56567.2023.10174911.

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Uddin, Mohammad Nashir, Tong Li, and Hao Li. "Cloud Bank Liquidity Risk Prediction and Identification, Liquidity Creation, and Resource Fragility." In 2017 International Conference on Green Informatics (ICGI). IEEE, 2017. http://dx.doi.org/10.1109/icgi.2017.25.

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Boyan Liu and Zhebing Wang. "Corporate governance and liquidity management." In 2010 3rd International Conference on Advanced Computer Theory and Engineering (ICACTE 2010). IEEE, 2010. http://dx.doi.org/10.1109/icacte.2010.5579302.

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Agusfina, Yanshanti Buan, and Sinarti. "Effect of Liquidity on Profitability." In The International Conference on Applied Economics and Social Science. SCITEPRESS - Science and Technology Publications, 2020. http://dx.doi.org/10.5220/0010354301470153.

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Reports on the topic "Liquidity"

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Brunnermeier, Markus, and Lasse Heje Pedersen. Market Liquidity and Funding Liquidity. Cambridge, MA: National Bureau of Economic Research, February 2007. http://dx.doi.org/10.3386/w12939.

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Diamond, Douglas, and Anil Kashyap. Liquidity Requirements, Liquidity Choice and Financial Stability. Cambridge, MA: National Bureau of Economic Research, March 2016. http://dx.doi.org/10.3386/w22053.

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Almeida, Heitor, Murillo Campello, and Dirk Hackbarth. Liquidity Mergers. Cambridge, MA: National Bureau of Economic Research, January 2011. http://dx.doi.org/10.3386/w16724.

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Farhi, Emmanuel, and Jean Tirole. Bubbly Liquidity. Cambridge, MA: National Bureau of Economic Research, January 2011. http://dx.doi.org/10.3386/w16750.

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Nagel, Stefan. Evaporating Liquidity. Cambridge, MA: National Bureau of Economic Research, December 2011. http://dx.doi.org/10.3386/w17653.

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Wen, Yi. Liquidity and Welfare. Federal Reserve Bank of St. Louis, 2012. http://dx.doi.org/10.20955/wp.2012.037.

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Martin, Fernando M., Shengxing Zhang, and David Andolfatto. Rehypothecation and Liquidity. Federal Reserve Bank of St. Louis, 2015. http://dx.doi.org/10.20955/wp.2015.003.

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Giovannini, Alberto. Uncertainty and Liquidity. Cambridge, MA: National Bureau of Economic Research, June 1987. http://dx.doi.org/10.3386/w2296.

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Fujiwara, Ippei, Tomoyuki Nakajima, Nao Sudo, and Yuki Teranishi. Global Liquidity Trap. Cambridge, MA: National Bureau of Economic Research, March 2011. http://dx.doi.org/10.3386/w16867.

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Evans, William, and Timothy Moore. Liquidity, Activity, Mortality. Cambridge, MA: National Bureau of Economic Research, September 2009. http://dx.doi.org/10.3386/w15310.

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