Exchange liquidity and redemption liquidity

Author:

Culham James1ORCID

Affiliation:

1. Federation University Australia , Victoria , Australia

Abstract

Abstract Disagreements over the nature of money and consequent confusions regarding liquidity contribute to difficulties integrating monetary theory into the theory of value. For example, an abundance of market liquidity is assumed in asset pricing, whereas a scarcity of monetary liquidity is deemed necessary for consumer price-level determinacy. This paper builds on the insights gained from the evolution of finance to introduce a distinction between exchange liquidity and redemption liquidity as a means of resolving this conceptual dissonance. Both exchange and redemption liquidity can be conceptualised as types of financial option differing in the exercise mechanism offered to the option holder by the option-writer.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

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3. Outside and inside liquidity;Bolton;The Quarterly Journal of Economics,2011

4. Market liquidity and funding liquidity;Brunnermeier;The Review of Financial Studies,2009

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