Market liquidity risk: an overview
Year of publication: |
2009
|
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Authors: | Stange, Sebastian ; Kaserer, Christoph |
Institutions: | Fakultät für Wirtschaftswissenschaften, Technische Universität München |
Subject: | asset liquidity | liquidity cost | price impact | Xetra liquidity measure (XLM) | risk measurement | Value-at-Risk | market liquidity risk | overview |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2009-04 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G18 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Measuring market liquidity risk - which model works best?
Ernst, Cornelia, (2009)
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Measuring market liquidity risk - which model works best?
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Market liquidity risk: an overview
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