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Measuring Liquidity: The Global Liquidity Indexes (GLI)

In: Capital Wars

Author

Listed:
  • Michael J. Howell

    (CrossBorder Capital Ltd.)

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.

Suggested Citation

  • Michael J. Howell, 2020. "Measuring Liquidity: The Global Liquidity Indexes (GLI)," Springer Books, in: Capital Wars, chapter 0, pages 259-265, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-39288-8_13
    DOI: 10.1007/978-3-030-39288-8_13
    as

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