Showing 1 - 10 of 49
Persistent link: https://www.econbiz.de/10010200893
Persistent link: https://www.econbiz.de/10001154838
Persistent link: https://www.econbiz.de/10011959783
Persistent link: https://www.econbiz.de/10011366992
Persistent link: https://www.econbiz.de/10011563073
This paper constructs a Liquidity Mismatch Index (LMI) to gauge the mismatch between the market liquidity of assets and the funding liquidity of liabilities, for 2882 bank holding companies over 2002 to 2014. The aggregate LMI decreases from $4 trillion pre-crisis to -$6 trillion in 2008. We...
Persistent link: https://www.econbiz.de/10012973857
This paper implements a liquidity measure, "Liquidity Mismatch Index (LMI)," to gauge the mismatch between the market liquidity of assets and the funding liquidity of liabilities. We construct the LMIs for 2882 bank holding companies during 2002-2014 and investigate the time-series and...
Persistent link: https://www.econbiz.de/10012455951
This paper implements a liquidity measure, “Liquidity Mismatch Index (LMI),” to gauge the mismatch between the market liquidity of assets and the funding liquidity of liabilities. We construct the LMIs for 2882 bank holding companies during 2002-2014 and investigate the time-series and...
Persistent link: https://www.econbiz.de/10012981612
Persistent link: https://www.econbiz.de/10000723182
Persistent link: https://www.econbiz.de/10000723185