搜索结果: 1-15 共查到“理论经济学 liquidity”相关记录30条 . 查询时间(0.062 秒)
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for m...
Monetary Policy Implementation and Liquidity Management of the Czech Banking System
Interest rates Liquidity management Monetary policy implementation
2016/1/27
Implementation of monetary policy assumes that monetary policy instruments stabilize O/N interest rates to the proximity of main policy rate to archive monetary targets. The function of stabilizing me...
Common-Value Auctions with Liquidity Needs: An Experimental Test of a Troubled Assets Reverse Auctions
financial crisis uniform-price auction clock auction
2015/9/23
We report the results of an experimental test of alternative auction designs suitable for pricing
and removing troubled assets from banks’ balance sheets as part of the financial rescue
planned by t...
Liquidity Constraints and Imperfect Information in Subprime Lending
Subprime Lending Liquidity Constraints
2015/7/21
We analyze unique data from a large
auto sales company serving the subprime market. Short-term liquidity appears
to be a key driver of consumer behavior. Demand increases sharply during tax
reba...
Liquidity Constraints and Imperfect Information in Subprime Lending
Subprime Lending Imperfect Information
2015/7/17
Access to credit markets is generally considered a hallmark of developed economies. In the
United States, most households appear to have substantial ability to borrow; indeed, households
in the Un...
Cross-Border Banking and Global Liquidity
Cross-border banking fl ows Bank leverage Global banks
2014/3/18
We investigate global factors associated with bank capital flows. We formulate a model of the international banking system where global banks interact with local banks. The solution highlights t...
Global Liquidity through the Lens of Monetary Aggregates
Corporate deposits money supply offshore bond issuance
2014/3/18
This paper examines how the financial activities of non-financial corporates (NFCs) in international markets potentially affects domestic monetary aggregates and financial conditions. Monetary aggrega...
The Second Phase of Global Liquidity and Its Impact on Emerging Economies
The Second Phase Global Liquidity Impact Emerging Economies
2014/3/18
The term “global liquidity” is often invoked by emerging market policy makers to denote the global factor that drives cross-border spillovers in financial conditions and credit growth. The term is oft...
Global Liquidity through the Lens of Monetary Aggregates
Corporate deposits money supply offshore bond issuance
2014/3/18
This paper examines how the financial activities of non-financial corporates (NFCs) in
international markets potentially affects domestic monetary aggregates and financial
conditions. Monetary agg...
The Second Phase of Global Liquidity and Its Impact on Emerging Economies
Global Liquidity Impact Emerging Economies
2014/3/18
The term “global liquidity” is often invoked by emerging market policy makers to denote the
global factor that drives cross-border spillovers in financial conditions and credit growth. The
term i...
Exploring the Dynamics of Global Liquidity
Liquidity core and noncore financial liabilities shadow banking growth
2014/3/18
This paper explores the concept of global liquidity, its measurement and macro-financial importance. We construct two sets of indicators for global liquidity: a quantity series distinguishing between ...
A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets
No-Arbitrage Model Financial Markets Brownian Sheets
2012/9/14
We consider a dynamic market model where buyers and sellers submit limit orders. If at a given moment in time, the buyer is unable to complete his entire order due to the shortage of sell orders at th...
Large liquidity expansion of super-hedging costs
Super-replication liquidity viscosity solutions asymptotic expansions.
2012/9/14
We consider a nancial market with liquidity cost as in C etin, Jarrow and Protter[3] where the supply function S"(s;) depends on a parameter"0 withS0(s;) =s corresponding to the perfect liquid si...
Cross-Border Banking and Global Liquidity
Cross-border banking fl ows Bank leverage Global banks
2014/3/18
We investigate global factors associated with bank capital flows. We formulate a model
of the international banking system where global banks interact with local banks. The
solution highlights...
Exploring the Dynamics of Global Liquidity
Liquidity core noncore financial liabilities shadow banking growth
2014/3/18
This paper explores the concept of global liquidity, its measurement and macro-financial
importance. We construct two sets of indicators for global liquidity: a quantity series
distinguishing betw...