Implied liquidity : model sensitivity
Hansjoerg Albrecher; Florence Guillaume; Wim Schoutens
| Year of publication: |
2013
|
|---|---|
| Authors: | Albrecher, Hansjörg ; Guillaume, Florence ; Schoutens, Wim |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 23.2013, p. 48-67
|
| Subject: | Implied liquidity | Conic finance | Model sensitivity | Pre-and post-crisis liquidity | Liquidität | Liquidity | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010221783