Market liquidity: proceedings of a workshop held at the BIS
Bank for International Settlements
No 2 in BIS Papers from Bank for International Settlements
Date: 2001 Written 2001-04
ISBN: 92-9131-619-9
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Citations: View citations in EconPapers (12)
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Chapters in this book:
- Overview: market structure issues in market liquidity , pp 1-8
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- Maureen O'Hara
- Events that shook the market , pp 9-29
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- Ray C Fair
- Information flows during the Asian crisis: evidence from closed-end funds , pp 30-75
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- Benjamin Cohen and Eli Remolona
- Estimating liquidity premia in the Spanish Government securities market , pp 79-112
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- Francisco Alonso, Roberto Blanco, Ana Del Rio and Alicia Sanchís
- Does market transparency matter? A case study , pp 113-144
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- Antonio Scalia and Valerio Vacca
- Short introduction on the work of the Johnson-group , pp 147-148
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- Eloy Lindeijer
- Market liquidity under stress: observations from the FX market , pp 149-151
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- Francis Breedon
- The puzzling decline in financial market liquidity , pp 152-158
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- Avinash Persaud
- Measuring liquidity under stress , pp 159-161
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- Christian Upper
- Order flow and exchange rate dynamics , pp 165-196
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- Martin D D Evans and Richard K Lyons
- Trading volumes, volatility and spreads in FX markets: evidence from emerging market countries , pp 197-229
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- Gabriele Galati
- Sending the herd off the cliff edge: the disturbing interaction between herding and market-sensitive risk management practices , pp 223-240
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- Avinash Persaud
- How safe was the "Safe Haven"? Financial market liquidity during the 1998 turbulences , pp 241-266
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- Christian Upper
- FX impact of cross-border M&A , pp 267-273
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- Francis Breedon and Francesca Fornasari
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Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbps:02
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