Verfügbarkeit: Monetary Policy and Corporate Liquid Asset Demand

Monetary Policy and Corporate Liquid Asset Demand:

In contrast to conventional money demand literature, this paper proposes that monetary policy affects corporate liquidity demand directly through a separate channel-what we call ""the loan commitment channel."" Upon persistent monetary policy shocks, firms make substitutions betw...

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1. Verfasser:	Choi, Woon Gyu (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2001
Schriftenreihe:	IMF Working Papers Working Paper No. 01/177
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	In contrast to conventional money demand literature, this paper proposes that monetary policy affects corporate liquidity demand directly through a separate channel-what we call ""the loan commitment channel."" Upon persistent monetary policy shocks, firms make substitutions between sources of funds for intertemporal liquidity management, taking advantage of loan commitments and sluggish movements in loan rates. To test this proposition, we estimate corporate liquidity demand, controlling for firm characteristics, using U.S. quarterly panel data. The results indicate that when monetary policy is tightened, S&P 500 firms initially increase their liquid assets before reducing them, whereas non-S&P firms reduce them more quickly
Beschreibung:	1 Online-Ressource (41 p)
ISBN:	1451858876 9781451858877

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spelling	Choi, Woon Gyu Verfasser aut Monetary Policy and Corporate Liquid Asset Demand Choi, Woon Gyu Washington, D.C International Monetary Fund 2001 1 Online-Ressource (41 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 01/177 In contrast to conventional money demand literature, this paper proposes that monetary policy affects corporate liquidity demand directly through a separate channel-what we call ""the loan commitment channel."" Upon persistent monetary policy shocks, firms make substitutions between sources of funds for intertemporal liquidity management, taking advantage of loan commitments and sluggish movements in loan rates. To test this proposition, we estimate corporate liquidity demand, controlling for firm characteristics, using U.S. quarterly panel data. The results indicate that when monetary policy is tightened, S&P 500 firms initially increase their liquid assets before reducing them, whereas non-S&P firms reduce them more quickly Online-Ausg Kim, Yungsan Sonstige oth http://elibrary.imf.org/view/IMF001/04691-9781451858877/04691-9781451858877/04691-9781451858877.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Choi, Woon Gyu Monetary Policy and Corporate Liquid Asset Demand
title	Monetary Policy and Corporate Liquid Asset Demand
title_auth	Monetary Policy and Corporate Liquid Asset Demand
title_exact_search	Monetary Policy and Corporate Liquid Asset Demand
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title_full	Monetary Policy and Corporate Liquid Asset Demand Choi, Woon Gyu
title_fullStr	Monetary Policy and Corporate Liquid Asset Demand Choi, Woon Gyu
title_full_unstemmed	Monetary Policy and Corporate Liquid Asset Demand Choi, Woon Gyu
title_short	Monetary Policy and Corporate Liquid Asset Demand
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