Market liquidity risk and its incorporation into value at risk
Year of publication: |
2009
|
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Authors: | Strnad, Petr |
Published in: |
Acta Oeconomica Pragensia. - Vysoká Škola Ekonomická v Praze, ISSN 1805-4951. - Vol. 2009.2009, 2, p. 21-37
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | Market liquidity | Liquidation strategy | Bid-ask spread | Market risk | Value at Risk |
Extent: | text/html |
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Type of publication: | Article |
Language: | Czech |
Classification: | E44 - Financial Markets and the Macroeconomy ; G1 - General Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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