This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days …. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid … in one market affects the spreads in both markets, and that return volatility is an important driver of liquidity …

more highly correlated; moreover, at these times, money supply positively affects financial market liquidity, albeit with a … lag of two weeks. During normal times, increases in mutual fund flows enhance stock market liquidity and trading volume …, but during financial crises, U.S. government bond funds see higher inflows, resulting in increased bond market liquidity …

perspective of global liquidity. The CRT market is enormouslygrowing and exhibits major structural shifts in terms of buyers and … sellers ofprotection. I try to address these issues from an options perspective by suggestingthat liquidity providing can be … se, as oftenclaimed, which causes liquidity related systemic risk, but rather the potential coordinationfailures of the …

Ausschuss durch seineForderungen in Form der „Sound Practices for Managing Liquidity in Banking Organisations”und die nationalen … demInstrumentarium des Liquidity at Risk auf, welcher den mit vorgegebener Wahrscheinlichkeitmaximal zu erwartenden Liquiditätsbedarf …

-linear relationship between the leverage ratio and liquidity holdings. Dividendpayments and operating cash flows are positively related to …