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Nigeria : Strengthening Monetary and Liquidity Management

World Bank - 2013

liquidity in the financial system, partly caused by spending of oil receipts. In the face of persistent excess liquidity in the …; however, these had a limited impact on monetary aggregates. A structural excess liquidity is a common feature in oil exporting … monetary policy and liquidity management and discusses role of selective financial markets in improving liquidity management in …

Persistent link: https://www.econbiz.de/10012560066

Insurance and liquidity : panel evidence

Shankar, Rashmi - 2005

and of income losses following a crisis. She tests the validity of "insurance" and "liquidity" models of currency crisis …

Persistent link: https://www.econbiz.de/10010522552

Liquidity needs and vulnerability to financial underdevelopment

Raddatz, Claudio E. - 2003

Persistent link: https://www.econbiz.de/10010523276

The financial turmoil of 2007–?: a preliminary assessment and some policy considerations

Borio, Claudio E. V. - Bank für Internationalen Zahlungsausgleich <Basel> - 2008

The unfolding financial turmoil in mature economies has prompted the official and private sectors to reconsider policies, business models and risk management practices. Regardless of its future evolution, it already threatens to become one of the defining economic moments of the 21st century....

Persistent link: https://www.econbiz.de/10009305089

Illiquidity and all its friends

Tirole, Jean - Bank für Internationalen Zahlungsausgleich <Basel> - 2010

explains why liquidity cannot easily be apprehended through a single statistics, and asks whether liquidity should be regulated …

Persistent link: https://www.econbiz.de/10005870932

The failure mechanics of dealer banks

Duffie, Darrell - Bank für Internationalen Zahlungsausgleich <Basel> - 2010

I explain the key failure mechanics of large dealer banks, and some policy implications. This is not a review of the financial crisis of 2007–2009. Systemic risk is considered only in passing. Both the financial crisis and the systemic...

Persistent link: https://www.econbiz.de/10005870961

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - Bank für Internationalen Zahlungsausgleich <Basel> - 2008

Using two newly available ultrahigh-frequency datasets, we investigate empirically how frequently one can sample certain foreign exchange and U.S. Treasury security returns without contaminating estimates of their integrated volatility with market microstructure noise. We find that one can...

Persistent link: https://www.econbiz.de/10009305112