Liquidity Mismatch Measurement

The purpose of this paper is to examine the measurement of liquidity in light of the academic research on liquidity. We present a theoretical liquidity measure, informed by the academic literature on liquidity, and analyze its benefits in terms of assessing liquidity risk both from a firm and macro-prudential perspective

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Year of publication:	2014
Authors:	Brunnermeier, Markus K.
Other Persons:	Krishnamurthy, Arvind (contributor) ; Gorton, Gary B. (contributor)
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Bankenliquidität \| Bank liquidity \| Bankrisiko \| Bank risk \| Indexberechnung \| Index construction \| Risikomaß \| Risk measure \| Messung \| Measurement

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Extent:	1 Online-Ressource (23 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 12, 2013 erstellt
Other identifiers:	10.2139/ssrn.2539659 [DOI]
Classification:	E44 - Financial Markets and the Macroeconomy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013040035