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Recent Financial Market Developments and Implications for Monetary Policy

Mohan, Rakesh - eSocialSciences - 2007

The nature of the financial turbulence that happened recently in US and Europe, why it happened, where it happened, and the implications for central banks. Some of the forces that led up to and characterized the recent spate of events, the specific responses of central banks and some challenges...

Persistent link: https://www.econbiz.de/10005528200

What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?

Pomerleano, Michael - eSocialSciences - 2009

liquidity (CAMEL). [WP 146]. …

Persistent link: https://www.econbiz.de/10004981656

Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange

Hu, Shing-yang - EconWPA - 1997

This paper tries to find a widely accessible measure of liquidity and studies its impact on asset pricing. Using … trading turnover as a measure of liquidity and the 1976-1993 Tokyo Stock Exchange data, I find that, cross-sectionally, stocks …

Persistent link: https://www.econbiz.de/10005413235

Emerging Contours of Financial Regulation: Challenges and Dynamics

Mohan, Rakesh - eSocialSciences - 2009

The paper attempts to analyse the emerging contours of regulation of financial institutions with an emphasis on the emerging challenges and dynamics. [Paper prepared for Financial Stability Review of Bank of France].

Persistent link: https://www.econbiz.de/10004979262

Salient Features of Measuring, Interpreting and Addressing Indian Inflation

Gupta, Kirti; Siddiqui, Fahad - eSocialSciences - 2014

The paper reviews the calculation of Indian wholesale and consumer price indices and suggests improvements in the light of past experience and international best practices. It confirms that food inflation has been the driver of domestic inflation.

Persistent link: https://www.econbiz.de/10010945540

Liquidity Windfalls: The Consequences of Repo Rehypothecation

Infante, Sebastian - Federal Reserve Board (Board of Governors of the … - 2015

represents a positive cash balance for the dealer that can be an important source of liquidity. The model shows that dealers with …

Persistent link: https://www.econbiz.de/10011273694

Draft Report of the Committee on financial Sector Reforms

Rajan, Raghuram G. - eSocialSciences - 2008

The financial sector has built capabilities such that, with appropriate policy changes, it can grow tremendously, both domestically and internationally. the report touches upon two reasons for financial sector reformâ€”to include more Indians in the growth process, and to foster growth...

Persistent link: https://www.econbiz.de/10005341673

On Stock Market Dynamics through Ultrametricity of Minimum Spanning Tree

Situngkir, Hokky; Surya, Yohanes - EconWPA - 2005

We analyze the evolving price °uctuations by using ultrametric distance of minimally spanning ¯nancial tree of stocks traded in Jakarta Stock Exchange 2000-2004. Ultrametricity is derived from transformation of correlation coe±cients into the distances among stocks. Our analysis evaluates the...

Persistent link: https://www.econbiz.de/10005076735

Machines vs. Machines: High Frequency Trading and Hard Information

Huh, Yesol - Federal Reserve Board (Board of Governors of the … - 2014

In today's markets where high frequency traders (HFTs) act as both liquidity providers and takers, I argue that … information asymmetry induced by liquidity-taking HFTs' use of machine-readable information is important. This particular type of … experiment of index inclusion, I show that liquidity-providing HFTs supply less liquidity to stocks that suffer more from this …

Persistent link: https://www.econbiz.de/10010784161

Liquidity Risk and U.S. Bank Lending at Home and Abroad

Correa, Ricardo; Goldberg, Linda; Rice, Tara - Federal Reserve Board (Board of Governors of the … - 2014

While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the …-sectional differences in response to liquidity risk depend on the banks' shares of core deposit funding. By contrast, differences across … global banks (those with foreign affiliates) are associated with ex ante liquidity management strategies as reflected in …

Persistent link: https://www.econbiz.de/10010784196