Special issue on market liquidity and the impact of the financial crash

Qualitative Research in Financial Markets

ISSN: 1755-4179

Publication date: 5 October 2010



(2010), "Special issue on market liquidity and the impact of the financial crash", Qualitative Research in Financial Markets, Vol. 2 No. 3. https://doi.org/10.1108/qrfm.2010.40702caa.002

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Emerald Group Publishing Limited

Copyright © 2010, Emerald Group Publishing Limited

Special issue on market liquidity and the impact of the financial crash

Article Type: Call for papers From: Qualitative Research in Financial Markets, Volume 2, Issue 3

The economic crash, from 2007 up to the Lehman collapse, had a severe impact on financial market liquidity. Virtually every sector of the market suffered a severe loss in liquidity, from the cash, equity and bond markets to the interbank and stock lending markets. Issues of concern included the reduction of money market liquidity as banks stopped lending to even high-rated bank counterparties, and the drying up of secondary market trading in hitherto liquid sectors such as bank CDs. Maintaining liquidity is therefore a major challenge for market parties, regulators and central monetary authorities.

The aim of the special issue is to provide a central platform and communication channel for researchers, academics, business leaders and industry practitioners to discuss the impact of the crash on market liquidity, and provide recommendations on how to maintain liquidity.

Subject coverage

Topics of interest include, but are not limited to:

  • The impact of the crash on liquidity in specific market sectors

  • Methods to measure and analyse liquidity, including proxy measures of liquidity

  • The differing experience of banks and other financial institutions, and the benefits of a conservative funding philosophy

  • Asset liquidity quality: which asset classes and sectors are truly liquid through all market conditions?

  • Lessons from the crash: constituents of a liquid asset portfolio

  • Issues and challenges in maintaining funding liquidity

  • How banks can manage liquidity risk

Notes for prospective authors

Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere.

All papers are refereed through a double-blind peer review process.A guide for authors, sample copies and other relevant information including how to submit papers are available on the journalweb site at: http://info.emeraldinsight.com/products/journals/ journals.htm?id=qrfm

Submission deadline: 31 December 2010

For further information please contact the Guest Editor:

Moorad Choudhry, Visiting Professor, Department of Economics, London Metropolitan UniversityTel: +44 7767 624942E-mail: mooradc@hotmail.com