Market liquidity: proceedings of a workshop held at the BIS

Bank for International Settlements

Date: 2001 Written 2001-04
ISBN: 92-9131-619-9
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

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http://www.bis.org/publ/bppdf/bispap02.htm (text/html)

Chapters in this book:

Overview: market structure issues in market liquidity , pp 1-8: Maureen O'Hara
Events that shook the market , pp 9-29: Ray C Fair
Information flows during the Asian crisis: evidence from closed-end funds , pp 30-75: Benjamin Cohen and Eli Remolona
Estimating liquidity premia in the Spanish Government securities market , pp 79-112: Francisco Alonso, Roberto Blanco, Ana Del Rio and Alicia Sanchís
Does market transparency matter? A case study , pp 113-144: Antonio Scalia and Valerio Vacca
Short introduction on the work of the Johnson-group , pp 147-148: Eloy Lindeijer
Market liquidity under stress: observations from the FX market , pp 149-151: Francis Breedon
The puzzling decline in financial market liquidity , pp 152-158: Avinash Persaud
Measuring liquidity under stress , pp 159-161: Christian Upper
Order flow and exchange rate dynamics , pp 165-196: Martin D D Evans and Richard K Lyons
Trading volumes, volatility and spreads in FX markets: evidence from emerging market countries , pp 197-229: Gabriele Galati
Sending the herd off the cliff edge: the disturbing interaction between herding and market-sensitive risk management practices , pp 223-240: Avinash Persaud
How safe was the "Safe Haven"? Financial market liquidity during the 1998 turbulences , pp 241-266: Christian Upper
FX impact of cross-border M&A , pp 267-273: Francis Breedon and Francesca Fornasari

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