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Monetary aggregates and liquidity in a neo-Wicksellian framework

Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad; … - 2008

Persistent link: https://www.econbiz.de/10003717409

Monetary aggregates and liquidity in a neo-Wicksellian framework

Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad; … - 2008

Persistent link: https://www.econbiz.de/10003769006

Monetary aggregates and liquidity in a neo-Wicksellian framework

Canzoneri, Matthew B.; Cumby, Robert; Diba, Behzad; … - In: Journal of money, credit and banking : JMCB 40 (2008) 8, pp. 1667-1698

Persistent link: https://www.econbiz.de/10003797241

Sovereign debt default : the impact of creditor composition

Dhillon, Amrita (contributor); … - 2009

The main motivation of this paper is to study the impact of the composition of creditors on the probability of default and the risk premium on sovereign bonds, when there is debtor moral hazard. In the absence of any legal enforcement, relational contracts work only when there are creditors who...

Persistent link: https://www.econbiz.de/10003866568

Liquid capital and market liquidity

Johnson, Tim - In: The economic journal : the journal of the Royal … 119 (2009), pp. 1374-1404

Persistent link: https://www.econbiz.de/10003885301

Measuring bond market liquidity : devising a composite aggregate liquidity score

Choudhry, Moorad - In: The journal of trading 4 (2009) 4, pp. 69-89

Persistent link: https://www.econbiz.de/10003898367

Predicting corporate distress in a turbulent economic and regulatory environment

Altman, Edward I. - In: Rassegna economica : rivista internazionale di economia … 68 (2004) 2, pp. 483-524

Persistent link: https://www.econbiz.de/10003418292

The search for liquidity in the Brazilian domestic government bond market

Amante, André; Araujo, Márcio; Jeanneau, Serge - In: BIS quarterly review : international banking and … (2007), pp. 69-82

Persistent link: https://www.econbiz.de/10003490612

Bond liquidity premia

Fontaine, Jean-Sébastien; Garcia, René - 2009

. We measure the value of funding liquidity from the cross-section of on-the-run premia by adding a liquidity factor to an … arbitrage-free term structure model. As predicted, we find that funding liquidity explains the cross-section of risk premia. An … increase in the value of liquidity predicts lower risk premia for on-the-run and off-the-run bonds but higher risk premia on …

Persistent link: https://www.econbiz.de/10003933337

Determinants of liquidity in the Thai bond market

Chabchitrchaidol, Akkharaphol; Panyanukul, Sakkapop - In: China, Asia, and the new world economy, (pp. 201-232). 2008

Persistent link: https://www.econbiz.de/10003664944