About: The VT Index as an Indicator of Market Liquidity Risk in Slovakia

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In this paper we construct a new market liquidity index for Slovakia (called the VT index) based on the calculation of using traditional indicators of market depth, resiliency, tightness, volatility and liquidity for four markets (money, foreign exchange, bond and stock market) and back-tested the index for the years 2001 - 2008. The VT index began decreasing in the first half of the year 2008 and continued to fall after Lehman Brothers' collapse in September 2008. Although market liquidity deteriorated globally, major liquidity problems were avoided by individual financial institutions in Slovakia, due to relatively strong macroeconomic fundamentals of the Slovak economy in the pre-crisis period. In this paper we construct a new market liquidity index for Slovakia (called the VT index) based on the calculation of using traditional indicators of market depth, resiliency, tightness, volatility and liquidity for four markets (money, foreign exchange, bond and stock market) and back-tested the index for the years 2001 - 2008. The VT index began decreasing in the first half of the year 2008 and continued to fall after Lehman Brothers' collapse in September 2008. Although market liquidity deteriorated globally, major liquidity problems were avoided by individual financial institutions in Slovakia, due to relatively strong macroeconomic fundamentals of the Slovak economy in the pre-crisis period. (en)
Title	The VT Index as an Indicator of Market Liquidity Risk in Slovakia The VT Index as an Indicator of Market Liquidity Risk in Slovakia (en)
skos:prefLabel	The VT Index as an Indicator of Market Liquidity Risk in Slovakia The VT Index as an Indicator of Market Liquidity Risk in Slovakia (en)
skos:notation	RIV/00216208:11230/12:10123345!RIV13-GA0-11230___
http://linked.open...avai/predkladatel	Fakulta sociálních věd
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GPP403/10/P278)
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Teplý, Petr Vrábel, Michal
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	178650
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/12:10123345
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	VT index; Slovakia; regulation; market liquidity; liquidity risk; global financial crisis; funding liquidity (en)
http://linked.open.../riv/klicoveSlovo	VT index funding liquidity liquidity risk global financial crisis Slovakia regulation market liquidity
http://linked.open...odStatuVydavatele	SK - Slovenská republika
http://linked.open...ontrolniKodProRIV	[675A6EADA0A1]
http://linked.open...i/riv/nazevZdroje	Ekonomicky Casopis
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	The Implications of The Global Crisis on Economic Capital Management of Financial Institutions
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	60
http://linked.open...iv/tvurceVysledku	Teplý, Petr Černohorská, Liběna Vrábel, Michal
http://linked.open...ain/vavai/riv/wos	000304785600001
issn	0013-3035
number of pages	16 (xsd:int)
http://localhost/t...ganizacniJednotka	11230
is http://linked.open...avai/riv/vysledek of	The VT Index as an Indicator of Market Liquidity Risk in Slovakia

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