Global Financial Crisis. As price discovery is theoretically related to liquidity, this has been considered a source of … not impacted by trading liquidity in the CDS market, contrary to standard notions of liquidity, and this is due to … trading liquidity, and this relationship holds before, during and after the Global Financial Crisis. We conduct additional …

We examine the impact of multidimensional stock market liquidity on business cycles that captures the key market … liquidity characteristics. Using 10 different liquidity measures and 5 sub-dimensions, we find that the effect of liquidity on … economic growth differs among liquidity sub-dimensions in the US stock market in the period of 1953 to 2011. Furthermore, we …

There have been many rigorous, peer-reviewed studies of relationship between liquidity risk and the financial … known as liquidity risk. This risk may have a negative impact not just on the profits of the organisation but also on the … level. The possibility for a loss to be incurred by an institution is referred to as its liquidity risk. This risk may arise …

variables are return on assets and Z-score. Liquidity ratio, leverage ratio, capital adequacy ratio, spread rate, credit risk … and Z-score. Furthermore, the liquidity ratio influences the return on assets and the Z-score. It denotes that the higher … the liquidity ratio, the better the return on assets and Z-score. Similarly, capital adequacy ratio influences return on …

We investigate the effect of the regime-switching transaction costs and dividends on liquidity premium and investor … liquidity premium while procyclical dividends amplify this effect. More importantly, we observe that cash dividends can no … longer play a role as a liquidity provider if the volatility of pro-cyclical dividends increases. Our model provides a …

In this article, I study the effect of the Money Market Fund Liquidity Facility (MMLF) on corporate short …-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility (AMLF) loans, their higher loan rates could make the intervention …

. Market liquidity has increased without harming market dynamics, and the information efficiency was not hindered by the short …

costs. Furthermore, search intensity also explains the variation in the difference in bid-ask spread. The liquidity … the primary coupon, we provide further evidence to support the predictions of search-based liquidity models …