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Global Liquidity, Risk Premiums and Growth Opportunities

Global Liquidity, Risk Premiums and Growth Opportunities »

Volume/Issue: 2009/52

Series: IMF Working Papers

Author(s): Gianni De Nicolo , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

DOI: http://dx.doi.org/10.5089/9781451872002.001

ISBN: 9781451872002

Keywords: Risk Premiums, Growth Opportunities, bond, equity markets, bond spreads, equity market,

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such...