Scarcity Effects of Quantitative Easing on Market Liquidity.:
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 |
| Item Description: | C. Estimated Corwin-Schultz Bid-Ask SpreadsAppendix III. Results of Panel Regressions. |
| Physical Description: | 1 online resource (44 pages) |
| ISBN: | 1484355407 9781484355404 |
Staff View
MARC
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| 505 | 0 | |a Cover; Table of Contents; Abstract; I. Introduction; II. Key Stylized Facts of JGB Markets; III. The Measure of Market Liquidity; IV. Empirical Strategy and Data; A. Panel Regressions; B. Data; V. Results; A. Maturity-Level Fixed-Effects Panel Regressions; B. Bond-Level Fixed-Effects Panel Regressions; C. Fixed-Effects Threshold Panel Regressions; D. The Role of SLF; E. Robustness; VI. Concluding Remarks; References; Appendix I. Market Liquidity: Concept and Measurement; Appendix II. Calculation of the Corwin-Schultz Bid-Ask Spreads; A. Methodology; B. Data. | |
| 500 | |a C. Estimated Corwin-Schultz Bid-Ask SpreadsAppendix III. Results of Panel Regressions. | ||
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| 776 | 0 | 8 | |i Print version: |a Han, Fei. |t Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market. |d Washington, D.C. : International Monetary Fund, ©2018 |z 9781484353677 |
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| contents | Cover; Table of Contents; Abstract; I. Introduction; II. Key Stylized Facts of JGB Markets; III. The Measure of Market Liquidity; IV. Empirical Strategy and Data; A. Panel Regressions; B. Data; V. Results; A. Maturity-Level Fixed-Effects Panel Regressions; B. Bond-Level Fixed-Effects Panel Regressions; C. Fixed-Effects Threshold Panel Regressions; D. The Role of SLF; E. Robustness; VI. Concluding Remarks; References; Appendix I. Market Liquidity: Concept and Measurement; Appendix II. Calculation of the Corwin-Schultz Bid-Ask Spreads; A. Methodology; B. Data. |
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| spelling | Han, Fei. Scarcity Effects of Quantitative Easing on Market Liquidity. Washington, D.C. : International Monetary Fund, 2018. 1 online resource (44 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Print version record. Cover; Table of Contents; Abstract; I. Introduction; II. Key Stylized Facts of JGB Markets; III. The Measure of Market Liquidity; IV. Empirical Strategy and Data; A. Panel Regressions; B. Data; V. Results; A. Maturity-Level Fixed-Effects Panel Regressions; B. Bond-Level Fixed-Effects Panel Regressions; C. Fixed-Effects Threshold Panel Regressions; D. The Role of SLF; E. Robustness; VI. Concluding Remarks; References; Appendix I. Market Liquidity: Concept and Measurement; Appendix II. Calculation of the Corwin-Schultz Bid-Ask Spreads; A. Methodology; B. Data. C. Estimated Corwin-Schultz Bid-Ask SpreadsAppendix III. Results of Panel Regressions. Scarcity. http://id.loc.gov/authorities/subjects/sh85118018 Japan Economic conditions. http://id.loc.gov/authorities/subjects/sh85069403 Rareté (Économie politique) Japon Conditions économiques. Economic history fast Scarcity fast Japan fast https://id.oclc.org/worldcat/entity/E39PBJkT7GyCmyjxytDfqk6Yfq Seneviratne, Dulani. Print version: Han, Fei. Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market. Washington, D.C. : International Monetary Fund, ©2018 9781484353677 |
| spellingShingle | Han, Fei Scarcity Effects of Quantitative Easing on Market Liquidity. Cover; Table of Contents; Abstract; I. Introduction; II. Key Stylized Facts of JGB Markets; III. The Measure of Market Liquidity; IV. Empirical Strategy and Data; A. Panel Regressions; B. Data; V. Results; A. Maturity-Level Fixed-Effects Panel Regressions; B. Bond-Level Fixed-Effects Panel Regressions; C. Fixed-Effects Threshold Panel Regressions; D. The Role of SLF; E. Robustness; VI. Concluding Remarks; References; Appendix I. Market Liquidity: Concept and Measurement; Appendix II. Calculation of the Corwin-Schultz Bid-Ask Spreads; A. Methodology; B. Data. Scarcity. http://id.loc.gov/authorities/subjects/sh85118018 Rareté (Économie politique) Economic history fast Scarcity fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85118018 http://id.loc.gov/authorities/subjects/sh85069403 |
| title | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_auth | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_exact_search | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_full | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_fullStr | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_full_unstemmed | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_short | Scarcity Effects of Quantitative Easing on Market Liquidity. |
| title_sort | scarcity effects of quantitative easing on market liquidity |
| topic | Scarcity. http://id.loc.gov/authorities/subjects/sh85118018 Rareté (Économie politique) Economic history fast Scarcity fast |
| topic_facet | Scarcity. Japan Economic conditions. Rareté (Économie politique) Japon Conditions économiques. Economic history Scarcity Japan |
| work_keys_str_mv | AT hanfei scarcityeffectsofquantitativeeasingonmarketliquidity AT seneviratnedulani scarcityeffectsofquantitativeeasingonmarketliquidity |