Measuring Liquidity: The Global Liquidity Indexes (GLI)

Michael J. Howell
Additional contact information
Michael J. Howell: CrossBorder Capital Ltd.

Chapter Chapter 13 in Capital Wars, 2020, pp 259-265 from Springer

Abstract: Abstract The CrossBorder Capital Global Liquidity Indexes (GLIs) are defined and analysed, as a case study. The GLI are regularly published indexes of liquidity covering around 80 economies Worldwide. These indexes are split into three sources—Central Bank provision; private sector supply from traditional banks and shadow banks and cross-border flows. They are built-up, starting from raw data, using factors, expressed as z-scores, to create diffusion-like indexes. US Federal Reserve Liquidity and Emerging Market Liquidity Indexes are shown as examples.

Keywords: Global liquidity; Cross-border capital; Indexes; z-scores; Data (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-39288-8_13

Ordering information: This item can be ordered from
http://www.springer.com/9783030392888

DOI: 10.1007/978-3-030-39288-8_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().