The Liquidity and Liquidity Distribution Effects in Emerging Markets: The Case of Jordan
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| 100 | 1 | |a Vandenbussche, Jérôme |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The Liquidity and Liquidity Distribution Effects in Emerging Markets |b The Case of Jordan |c Vandenbussche, Jérôme |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2009 | |
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| 490 | 0 | |a IMF Working Papers |v Working Paper No. 09/228 | |
| 520 | 3 | |a This paper analyzes the determinants of daily changes in Jordan''s interbank market overnight rate. It not only quantifies the classic liquidity effect, but also uncovers a liquidity distribution effect on both sides of the market, and shows that their magnitude is a decreasing and convex function of the level of excess reserves. It finds that the volatility of rate changes depends much more on the reserve surplus accumulated within a maintenance period than on the level of excess reserves. As Carpenter and Demiralp (2006), it uses the series of the central bank''s daily forecast errors to identify the liquidity effect | |
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| id | DE-604.BV048349345 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:17Z |
| institution | BVB |
| isbn | 1451873751 9781451873757 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033728613 |
| oclc_num | 1337128040 |
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| physical | 1 Online-Ressource (25 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spellingShingle | Vandenbussche, Jérôme The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan |
| title | The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan |
| title_auth | The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan |
| title_exact_search | The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan |
| title_full | The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan Vandenbussche, Jérôme |
| title_fullStr | The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan Vandenbussche, Jérôme |
| title_full_unstemmed | The Liquidity and Liquidity Distribution Effects in Emerging Markets The Case of Jordan Vandenbussche, Jérôme |
| title_short | The Liquidity and Liquidity Distribution Effects in Emerging Markets |
| title_sort | the liquidity and liquidity distribution effects in emerging markets the case of jordan |
| title_sub | The Case of Jordan |
| url | http://elibrary.imf.org/view/IMF001/10519-9781451873757/10519-9781451873757/10519-9781451873757.xml |
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