Estimation of benchmark yield curve in developing markets is often influenced by liquidity concentration. Based on an … affine term structure model, we develop a long run liquidity weighted fitting method to address the trading concentration … from models of liquidity concentration and benchmark security information. After examining time series behavior of price …

cap stocks at market close than at open. Search cost is related significantly to order-based market liquidity measures …

their growth and even undermine their liquidity and financial position. Literature review: The problems and constraints are … and Pakistan enjoys enough liquidity but SMEs are unable to enjoy financial leverage because of various financial …

In this study, we present panel-data evidence on REIT liquidity and its determinants over the 1988 – 2007 period. We … focus upon liquidity measures that do not require micro-structure data (1) to facilitate use of our results as benchmarks … benchmarks that do not require access to costly (and voluminous) micro-structure data. We find that REIT liquidity improved …

their supervisory roles and functions, have necessitated an extension of central banks role in the management of liquidity …

.e. profitability, risk, solvency and liquidity. Mean, standard deviation, T-test and F-test has been utilized to test the significance …

following indicators ie.: leverage, liquidity, capital ratio, asset quality and profitability are analyzed as a source of …

were characterized by rapid growth without major contractions, by an increase in liquidity, a lack of inflation, and a …

-time deposit dynamics are given. It is shown that such a Basel early warning liquidity indicator as a decrease of weighted average …