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  • Search: subject_exact:"Aggregate liquidity"
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Year of publication
Subject
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Liquidity 8,027 Liquidität 8,027 Theorie 2,796 Theory 2,796 Bank liquidity 1,375 Bankenliquidität 1,375 Geldpolitik 1,313 Monetary policy 1,305 Financial crisis 1,288 Finanzkrise 1,286 Market liquidity 1,136 Marktliquidität 1,124 Betriebliche Liquidität 1,040 Corporate liquidity 1,040 Börsenkurs 828 Share price 828 Aktienmarkt 733 Stock market 733 Financial market 714 Finanzmarkt 714 USA 681 United States 678 Welt 659 World 659 Securities trading 580 Wertpapierhandel 580 Capital income 541 Kapitaleinkommen 541 Portfolio selection 494 Portfolio-Management 494 Estimation 486 Schätzung 485 liquidity 441 Risikoprämie 437 Risk premium 437 Volatility 415 Volatilität 415 Credit risk 409 Kreditrisiko 409 Bank 394
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Online availability
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Free 3,855 Undetermined 1,725
Type of publication
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Book / Working Paper 4,415 Article 3,617 Journal 1
Type of publication (narrower categories)
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Article in journal 3,387 Aufsatz in Zeitschrift 3,387 Graue Literatur 1,657 Non-commercial literature 1,657 Working Paper 1,548 Arbeitspapier 1,547 Aufsatz im Buch 218 Book section 218 Hochschulschrift 115 Thesis 77 Collection of articles written by one author 33 Sammlung 33 Collection of articles of several authors 30 Sammelwerk 30 Amtsdruckschrift 28 Conference paper 28 Government document 28 Konferenzbeitrag 28 Konferenzschrift 15 Aufsatzsammlung 12 Bibliografie enthalten 10 Bibliography included 10 Conference proceedings 7 Lehrbuch 7 Systematic review 7 Übersichtsarbeit 7 Amtliche Publikation 6 Textbook 6 Bibliografie 2 Case study 2 Country report 2 Fallstudie 2 Länderbericht 2 Reprint 2 Article 1 Company information 1 Einführung 1 Firmeninformation 1 Forschungsbericht 1 Glossar enthalten 1
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Language
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English 7,843 German 116 French 29 Spanish 14 Croatian 5 Italian 5 Dutch 4 Danish 3 Norwegian 3 Portuguese 3 Russian 3 Arabic 1 Modern Greek (1453-) 1 Polish 1 Slovak 1 Swedish 1 Undetermined 1
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Author
All
Acharya, Viral V. 47 Belke, Ansgar 40 Shin, Hyun Song 39 Pelizzon, Loriana 36 Subrahmanyam, Avanidhar 36 Caballero, Ricardo J. 34 Subrahmanyam, Marti G. 29 Weill, Pierre-Olivier 28 Marshall, Ben R. 26 Chordia, Tarun 24 Krishnamurthy, Arvind 24 Lagos, Ricardo 24 Wolters, Jürgen 24 Rocheteau, Guillaume 23 Wang, Jiang 23 Fleming, Michael J. 22 Sarkar, Asani 22 Vayanos, Dimitri 21 Amihud, Yakov 20 Ranaldo, Angelo 20 Pedersen, Lasse Heje 19 Theissen, Erik 19 Christiano, Lawrence J. 18 Geromichalos, Athanasios 18 Martin, Antoine 18 Wright, Randall D. 18 Chung, Kee H. 17 Peydró, José-Luis 17 Reis, Ricardo 17 Riordan, Ryan 17 Tirole, Jean 17 Velasco, Andrés 17 Visaltanachoti, Nuttawat 17 Bindseil, Ulrich 16 Chang, Roberto 16 Dunne, Peter G. 16 Shachar, Or 16 Zhang, Shengxing 16 Demiralp, Selva 15 Fecht, Falko 15
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Institution
All
National Bureau of Economic Research 132 Internationaler Währungsfonds 14 Rodney L. White Center for Financial Research 7 Federal Reserve Bank of New York 5 New York Stock Exchange 5 OECD 4 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 3 World Bank 3 Bank of Canada 2 Brown University / Department of Economics 2 Europäische Zentralbank 2 Federal Reserve Bank of San Francisco 2 Institute for Research in the Behavioral, Economic, and Management Sciences 2 Inter-American Development Bank / Office of the Chief Economist 2 Krannert Graduate School of Management 2 Massachusetts Institute of Technology / Department of Economics 2 Organisation for Economic Co-operation and Development 2 The Wharton Financial Institutions Center 2 University of Chicago / Center for Research in Security Prices 2 University of Essex / Department of Economics 2 University of Strathclyde / Department of Economics 2 Universität Basel / Institut für Volkswirtschaft 2 Österreich / Bundesministerium für Finanzen 2 Österreichisches Institut für Wirtschaftsforschung 2 American Enterprise Institute for Public Policy Research 1 Asian Development Bank 1 Australasian Finance and Banking Conference <23, 2010, Sydney> 1 Autorité des Services et Marchés Financiers 1 Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Bank of England, Banking Supervision Division 1 Banque Nationale de Belgique 1 Bischöfliches Hilfswerk Misereor 1 Bonn Graduate School of Economics 1 Books on Demand GmbH <Norderstedt> 1 CESifo 1 Central Bank of Nigeria 1 Centre for Economic Policy Research 1 Centre for International Economic Studies 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1
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Published in...
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NBER working paper series 132 Journal of banking & finance 130 NBER Working Paper 115 Working paper / National Bureau of Economic Research, Inc. 110 Journal of financial economics 97 The review of financial studies 86 Journal of financial markets 65 Discussion paper / Centre for Economic Policy Research 62 Finance research letters 59 International review of financial analysis 58 Journal of international financial markets, institutions & money 54 Discussion papers / CEPR 48 Staff reports / Federal Reserve Bank of New York 48 Pacific-Basin finance journal 46 Working paper series / European Central Bank 44 International review of economics & finance : IREF 43 Applied economics 41 Journal of money, credit and banking : JMCB 41 Finance and economics discussion series 40 Journal of financial stability 40 Journal of economic dynamics & control 38 Research in international business and finance 38 The journal of finance : the journal of the American Finance Association 37 The North American journal of economics and finance : a journal of financial economics studies 36 Working paper 35 Journal of international money and finance 33 Journal of monetary economics 33 IMF Working Paper 32 Research paper series / Swiss Finance Institute 31 The European journal of finance 31 Applied economics letters 29 BIS Working Paper 29 Economic modelling 29 Economics letters 29 ECB Working Paper 28 Journal of financial intermediation 28 SAFE working paper 28 Working papers / Bank for International Settlements 28 Journal of economic theory 27 Journal of financial and quantitative analysis : JFQA 26
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Source
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ECONIS (ZBW) 8,028 RePEc 3 EconStor 2
Showing 1 - 50 of 8,033
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Liquidity creation and economic growth : are they monotonically related : evidence from MENA Countries
Almeshari, Ali; Mohamed Hisham Yahya; Fakarudin Kamarudin; … - In: Economies : open access journal 11 (2023) 1, pp. 1-19
Over the period 2000-2019, we reexamine the connection between finance, as measured by one of the primary banking sector functions-liquidity creation (LC)-and economic growth (EG) in 10 MENA countries panel. In a scenario seen as a dynamic heterogeneous panel, pooled mean group estimates...
Persistent link: https://ebtypo.dmz1.zbw/10013500658
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Liquid Democracy. Two Experiments on Delegation in Voting
Casella, Alessandra; Campbell, Joseph; de Lara, Lucas; … - 2023
Liquid Democracy is a voting system touted as the golden medium between representative and direct democracy: decisions are taken by referendum, but voters can delegate their votes as they wish. The outcome can be superior to simple majority voting, but even when experts are correctly identified,...
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Just-in-time Liquidity on the Uniswap Protocol
Wan, Xin; Adams, Austin - 2023
Just-in-time (“JIT”) liquidity is a liquidity provision strat- egy found in blockchain-based automated market makers like the Uniswap Protocol, where a liquidity provider (“LP”) mints and burns a concen- trated position immediately before and after a swap. There have been wide-spread...
Persistent link: https://ebtypo.dmz1.zbw/10014259695
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Pushing bonds over the edge : monetary policy and municipal bond liquidity
Bagley, John; Gissler, Stefan; Hiteshew, Kent; Ivanov, … - 2023
We examine the role of institutional investors in monetary policy transmission to asset markets by exploiting a discontinuous threshold in the tax treatment of municipal bonds. As bonds approach the threshold, mutual funds, the primary institutional traders in the market, dispose of the bonds at...
Persistent link: https://ebtypo.dmz1.zbw/10014226876
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Liquidity, debt denomination, and currency dominance
Coppola, Antonio; Krishnamurthy, Arvind; Xu, Chenzi - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014246465
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Welfare-enhancing inflation and liquidity premia
Andolfatto, David; Martin, Fernando M. - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014249266
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Constrained liquidity provision in currency markets
Huang, Wenqian; Ranaldo, Angelo; Schrimpf, Andreas; … - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014249561
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Volume dynamics around FOMC announcements
Zhu, Xingyu - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014249608
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Intraday liquidity around the world
Alexandrova-Kabadjova, Biliana; Badev, Anton; Bastos, … - 2023
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Corporate liquidity in coronacrisis : experience of Serbian economy
Devjak, Srecko - In: Central European business review : CEBR 12 (2023) 1, pp. 1-20
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Essays on short-term funding markets
Ballensiefen, Benedikt - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014282048
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Intraday liquidity modelling using statistical methods
Vojtková, Mária; Mihalech, Patrik - In: Argumenta oeconomica 50 (2023) 1, pp. 151-178
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The Role of liquidity creation in managing the COVID-19 banking crisis in selected mena countries
El-Chaarani, Hani; Abraham, Rebecca; Azzi, Georges - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-16
Banks are financial intermediaries who transform deposits into loans. Banks in the MENA (Middle East and North Africa) region use large deposits from oil companies and big businesses to finance trade, and fund government and private sector infrastructure projects. The role of banks in financing...
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Endogenous money supply, global liquidity and financial transactions : panel evidence from OECD countries
Śliwiński, Paweł - In: Equilibrium : quarterly journal of economics and … 18 (2023) 1, pp. 121-152
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Price Discovery and Liquidity in the Credit Default Swap Market
Clark, Ephraim; Lin, Ming-Tsung; Mitra, Sovan - 2023
The inefficient pricing of the CDS (credit default swap) market has been considered as one of the main causes of the Global Financial Crisis. As price discovery is theoretically related to liquidity, this has been considered a source of mispricing in this over-the-counter market. However the CDS...
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Multidimensional Stock Market Liquidity and Business Cycles
Verschoor, Willem F. C.; van Hees, Thomar - 2023
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...
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Allocation to Private Assets in Open-Ended Funds : Capturing the Illiquidity Premium and Managing Liquidity Constraints
Carvalho, Raul Leote de; Xiao, Lu; Heckel, Thomas; … - 2023
Investment portfolios that include private assets can gain a number of potential advantages, including diversification, enhanced returns and less risk. Moreover, there is evidence of a growing number of private asset investment opportunities that can have a positive sustainable impact. However,...
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Liquidity Premia and Regime-Switching Transaction Costs and Cash Dividends
Chae, Jiwon; Jang, Bong-Gyu; Kim, Taeyoon - 2023
We investigate the effect of the regime-switching transaction costs and dividends on liquidity premium and investor’s optimal strategy. With reasonably calibrated parameters, we show that counter-cyclical transaction costs substantially raise liquidity premium while procyclical dividends...
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014284237
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Money market funds and the pricing of near-money assets
Dörr, Sebastian; Eren, Egemen; Malamud, Semyon - 2023
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Cash IS king! : securing liquidity in economic crisis
Warning, Hans Olaf; Grömling, Michael; Schulke, Arne - 2023
The beginning of the year 2023 is marked by continued economic instability, some of it still lingering from economic ramifications of the COVID-19 pandemic, some brought on by the war in Ukraine, high energy prices and other more regional factors. For businesses of all shapes and sizes, this...
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A monetary equilibrium with the lender of last resort
Matsuoka, Tarishi; Watanabe, Makoto - 2023
This paper studies the role of a lender of last resort (LLR) in a monetary model where a shortage of a bank's monetary reserves (a liquidity crisis) occurs endogenously. We show that discount window lending by the LLR is welfare-improving but reduces banks' ex-ante incentive to hold monetary...
Persistent link: https://ebtypo.dmz1.zbw/10014283905
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A tale of two premiums revisited
Maréchal, Loïc - In: The journal of futures markets 43 (2023) 5, pp. 580-614
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The Effects of the Libor Scandal on Volatility and Liquidity in Libor Futures Markets
Bachmair, Kilian - 2023
In 2008, first suspicions arose that the London Interbank Offered Rate (LIBOR) had been systematically manipulated by financial institutions involved with its fixing; in June 2012, several major international banks officially admitted to this. The regulatory response could not have been...
Persistent link: https://ebtypo.dmz1.zbw/10014257991
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Pushing Bonds Over the Edge : Monetary Policy and Municipal Bond Liquidity
Bagley, John; Gissler, Stefan; Hiteshew, Kent; Ivanov, Ivan - 2023
We examine the role of institutional investors in monetary policy transmission to asset markets by exploiting a discontinuous threshold in the tax treatment of municipal bonds. As bonds approach the threshold, mutual funds, the primary institutional traders in the market, dispose of the bonds at...
Persistent link: https://ebtypo.dmz1.zbw/10014254938
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Efficiency of central clearing under liquidity stress
Bardoscia, Marco; Caccioli, Fabio; GAO, HAOTIAN - 2023
We explore the impact of central clearing on the demand for collateral arising from variation margin calls in the derivatives market. We find that the aggregate demand for collateral is not necessarily minimal when all contracts are centrally cleared. Hence, at least in this respect, increasing...
Persistent link: https://ebtypo.dmz1.zbw/10014258128
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Liquidity Effects of Litigation Risk : Evidence from a Legal Shock
Oliviero, Tommaso; Park, Min; Zou, Hong - 2023
Theory offers two diverging views on the effects of ex-ante litigation risk on corporate liquidity proxied by cash holdings. Ex-ante litigation risk, however, is difficult to measure. We test the liquidity effects of ex-ante litigation risk exploiting the phase-by-phase introduction of...
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Liquidity Prediction in the Corporate Bond Market
Yu, Haiyue - 2023
I perform a comparative analysis of several state-of-the-art machine learning methods for liquidity prediction in the corporate bond market. I first construct a liquidity measure using the first principal component of 11 liquidity measures, then build a comprehensive data library of corporate...
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Understand funding liquidity and market liquidity in a regime-switching model
Chen, Louisa; Shen, Liya; Zhou, Zhiping - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 589-605
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Systemic Illiquidity Noise-Based Measure - A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets
Dziwok, Ewa; Karas, Marta - 2023
The paper presents an alternative approach to measuring systemic illiquidity applicable to countries with frontier and emerging financial markets, where other existing methods are not applicable. We develop a novel Systemic Illiquidity Noise (SIN)-based measure, using the...
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Strategic Liquidity Provision in High-Frequency Trading
Hayashi, Takaki; Nishide, Katsumasa - 2023
We construct a Kyle (1985)-type market model in which fast and slow traders are present. We perform numerical calculations after deriving the equilibrium condition, described as a simultaneous equation system. A major finding is that the fast trader, who has an advantage in trade frequency, acts...
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Fintech, Bank Diversification and Liquidity : Evidence from China
Tang, Mengxuan; Hu, Yang; Corbet, Shaen; Hou, Greg; … - 2023
This research investigates the influence of Fintech development upon bank diversification and liquidity in China. Analysing 101 banks between 2011 and 2021, we apply robust text mining processes and implement factor analyses to construct a Fintech development index, which is used to test for...
Persistent link: https://ebtypo.dmz1.zbw/10014257210
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Managing Liquidity of Emerging Markets Corporate Debt
Vladimirova, Desislava; Schiereck, Dirk; Stroh, Maximilian - 2023
Emerging markets (EM) corporate bonds are perceived to offer attractive diversification potential and risk-adjusted returns, but to be illiquid. This study expands the empirical evidence by examining the liquidity of EM debt by solving a triangular structured system. We find EM bond liquidity to...
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The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
Bachmair, Kilian - 2023
In 2008, first suspicions arose that the London Interbank Offered Rate (LIBOR) had been systematically manipulated by financial institutions involved with its fixing; in June 2012, several major international banks officially admitted to this. The regulatory response could not have been...
Persistent link: https://ebtypo.dmz1.zbw/10014255066
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HFTs and Dealer Banks : Liquidity and Price Discovery in FX Trading
Huang, Wenqian; O'Neill, Peter; Ranaldo, Angelo; Yu, Shihao - 2023
In this paper, we characterise the liquidity provision and price discovery roles of dealers and HFTs in the FX spot market during the sample period between 2012 and 2015. We find that they have different responses to adverse market conditions: HFT liquidity provision is less sensitive to spikes...
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Fama–French–Carhart Factor-Based Premiums in the US REIT Market : A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - 2023
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
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Liquidity Premium Around FOMC Announcements
Baglioni, Tommaso; Giannozzi, Alessandro; Ribeiro, Ruy; … - 2023
This paper explores the relationship between market liquidity and market return around scheduled Federal Open Market Committee (FOMC) meetings. We document that market liquidity on the day prior to the announcement contains useful information to predict the post-FOMC announcement return, which...
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Welfare-Enhancing Inflation and Liquidity Premia
Andolfatto, David; Martin, Fernando M. - 2023
The Friedman rule recommends eliminating liquidity premia on nominally risk-free government debt and following a deflationary monetary policy. The desirability of this prescription in a broad class of monetary models contrasts sharply with observation. In reality, the average rate of inflation...
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Extreme Illiquidity and Cross-Sectional Corporate Bond Returns
Chen, Xi; Wang, Junbo; Wu, Chunchi; Wu, Di - 2023
Corporate bonds carry a premium of extreme illiquidity (EIL). This premium permeates all rating categories and heightens in times of stress and periods with high uncertainty. EIL has predictive power in the cross-section for future returns up to at least a one-year horizon. Active investors like...
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The Impacts of Excess Liquidity on Bank Risk-Taking : Revisit from Economic Policy Uncertainty Perspective
Nguyen Cong, Thanh; Nguyen, Thai Vu Hong; Schinckus, … - 2023
The study investigates how economic policy uncertainty (EPU) moderates the impact of excess liquidity on risk-taking behaviours of banks and further examines whether the degree of such a moderating factor becomes stronger in the countries which were heavily affected by the 2008 Global Financial...
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Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://ebtypo.dmz1.zbw/10013545890
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Liquidity Management and Financial Performance of Deposit Money Banks in Nigeria
Joseph, Idolor Eseoghene; Adelegan, Oluyomi - 2023
The study empirically investigates the impact of liquidity management on financial performance of deposit money bank in Nigeria using time series data from 2011 to 2020. The study analyses the data with the aid of E-view statistical package for descriptive and correlation analysis and STATA 11...
Persistent link: https://ebtypo.dmz1.zbw/10014254720
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Investigating Stock Market Liquidity : Evidence from Zimbabwe Stock Exchange
Bonga, Wellington Garikai; Chimwai, Ledwin; Choga, Ireen - 2023
The absence of liquidity in the stock market causes uneasiness in the market. Proper trading strategies are devised when liquidity is present making the magnitude of returns determinable. The study investigated stock market liquidity levels for the Zimbabwe Stock Exchange during the pre-Covid...
Persistent link: https://ebtypo.dmz1.zbw/10014255145
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Liquid Co-Illiquidity Management
Rzeznik, Aleksandra; Hvidkjaer, Soeren; Massa, Massimo - 2023
We study the link between illiquidity and co-movement in illiquidity and the way asset managers trade off illiquidity and co-illiquidity in their portfolio allocation decision. By exploring two experiments – the 2005 SHO Regulation and the 2008 short selling ban – we document that in the...
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The role of global liquidity in global yield dynamics
Park, Euihwan; Kim, Dong-heon - In: Seoul journal of economics : SJE 36 (2023) 2, pp. 193-220
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Do credit lines provide reliable liquidity insurance? : evidence from commercial-paper backup lines
Amberg, Niklas - 2023
Commercial-paper backup lines account for a substantial share of undrawn loan commitments in the corporate sector, but have despite this received scant attention in the credit-line literature. In this paper, I study the liquidity-insurance properties of backup lines using a comprehensive loan-...
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Impact of size and volume on cryptocurrency momentum and reversal
Fičura, Milan; Panoš, Jiří - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014281589
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The effect of foreign debt, liquidity, firm size, and exchange rate on hedging decision
Oktavia, Reni; Desriani, Neny - In: Journal of Indonesian economy & business 38 (2023) 2, pp. 133-146
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SME failures under large liquidity shocks : an application to the COVID-19 crisis
Gourinchas, Pierre-Olivier; Kalemli-Ozcan, Sebnem; … - 2023 - Last updated: June 9, 2023
We study the effects of financial frictions on firm exit when firms face large liquidity shocks. We develop a simple model of firm cost-minimization that introduces a financial friction that limits firms' borrowing capacity to smooth temporary shocks to liquidity. In this framework, firm exit...
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Climate-induced liquidity crises : interbank exposures and macroprudential implications
D'Orazio, Paola; Reale, Jessica; Anh Duy Pham - 2023
Although climate-induced liquidity risks can cause significant disruptions and instabilities in the financial sector, they are frequently overlooked in current debates and policy discussions. This paper proposes a macro-financial agent-based integrated assessment model to investigate the...
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