Funding liquidity, market liquidity and TED spread : a two-regime model
Year of publication: |
September 2017
|
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Authors: | Boudt, Kris ; Paulus, Ellen C. S. ; Rosenthal, Dale W. R. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 43.2017, p. 143-158
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Subject: | Equity-collateralized funding liquidity | Market liquidity | Two-regime model | Financial distress | Liquidität | Liquidity | Finanzkrise | Financial crisis | Liquiditätseffekt | Liquidity effect | Kreditderivat | Credit derivative | Betriebliche Liquidität | Corporate liquidity | Marktliquidität | Kreditsicherung | Collateral |
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