搜索结果: 1-15 共查到“经济学 liquidity”相关记录43条 . 查询时间(0.055 秒)
Liquidity Ratios of Polish Commercial Banks
Commercial banks. Liquidity ratio Liquidity risk
2016/1/27
As liquidity problems of some banks during global financial crisis reemphasized, liquidity is very important for functioning of financial markets and the banking sector. The aim of this paper is there...
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for m...
Monetary Policy Implementation and Liquidity Management of the Czech Banking System
Interest rates Liquidity management Monetary policy implementation
2016/1/27
Implementation of monetary policy assumes that monetary policy instruments stabilize O/N interest rates to the proximity of main policy rate to archive monetary targets. The function of stabilizing me...
Common-Value Auctions with Liquidity Needs: An Experimental Test of a Troubled Assets Reverse Auctions
financial crisis uniform-price auction clock auction
2015/9/23
We report the results of an experimental test of alternative auction designs suitable for pricing
and removing troubled assets from banks’ balance sheets as part of the financial rescue
planned by t...
Common-Value Auctions with Liquidity Needs: An Experimental Test of a Troubled Assets Reverse Auction
Liquidity Needs reverse auction
2015/9/18
We report the results of an experimental test of alternative auction designs suitable for pricing
and removing troubled assets from banks’ balance sheets as part of the financial rescue
planned by...
Liquidity Constraints and Imperfect Information in Subprime Lending
Subprime Lending Liquidity Constraints
2015/7/21
We analyze unique data from a large
auto sales company serving the subprime market. Short-term liquidity appears
to be a key driver of consumer behavior. Demand increases sharply during tax
reba...
Liquidity Constraints and Imperfect Information in Subprime Lending
Subprime Lending Imperfect Information
2015/7/17
Access to credit markets is generally considered a hallmark of developed economies. In the
United States, most households appear to have substantial ability to borrow; indeed, households
in the Un...
Market Liquidity as a Sentiment Indicator
Price Financial Liquidity Trade Valuation Markets Forecasting and Prediction Equity
2015/5/13
We build a model that helps to explain why increases in liquidity—such as lower bid–ask spreads, a lower price impact of trade, or higher turnover—predict lower subsequent returns in both firm-level a...
Return Predictability in the Treasury Market:Real Rates,Inflation,and Liquidity
Expectations Hypothesis Term Structure Real Interest Rate Risk Inflation Risk Inflation-Indexed Bonds
2015/4/24
Estimating the liquidity differential between inflation-indexed and nominal bond yields, we separately test for time-varying real rate risk premia, inflation risk premia, and liquidity premia in U.S. ...
Liquidity Needs in Economies with Interconnected Financial Obligations
Economy Borrowing and Debt Financial Liquidity Networks
2015/4/22
A model is developed where firms in a financial system have to settle their debts to each other by using a liquid asset. The question that is studied is how many firms must obtain how much of this ass...
Cross-Border Banking and Global Liquidity
Cross-border banking fl ows Bank leverage Global banks
2014/3/18
We investigate global factors associated with bank capital flows. We formulate a model of the international banking system where global banks interact with local banks. The solution highlights t...
Global Liquidity through the Lens of Monetary Aggregates
Corporate deposits money supply offshore bond issuance
2014/3/18
This paper examines how the financial activities of non-financial corporates (NFCs) in international markets potentially affects domestic monetary aggregates and financial conditions. Monetary aggrega...
Liquidity and Governance
Liquidity Governance
2013/11/27
Is greater trading liquidity good or bad for corporate governance? We address this question both theoretically and empirically. We solve a model consisting of an optimal IPO followed by a dynamic Kyle...
The Second Phase of Global Liquidity and Its Impact on Emerging Economies
The Second Phase Global Liquidity Impact Emerging Economies
2014/3/18
The term “global liquidity” is often invoked by emerging market policy makers to denote the global factor that drives cross-border spillovers in financial conditions and credit growth. The term is oft...
Global Liquidity through the Lens of Monetary Aggregates
Corporate deposits money supply offshore bond issuance
2014/3/18
This paper examines how the financial activities of non-financial corporates (NFCs) in
international markets potentially affects domestic monetary aggregates and financial
conditions. Monetary agg...