Model Uncertainty and Liquidity
Year of publication: |
2009
|
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Authors: | Routledge, Bryan ; Zin, Stanley |
Published in: |
Review of Economic Dynamics. - Society for Economic Dynamics - SED. - Vol. 12.2009, 4, p. 543-566
|
Publisher: |
Society for Economic Dynamics - SED |
Subject: | Liquidity | Value-at-Risk | Knightian uncertainty | Derivatives | Market microstructure |
Type of publication: | Article |
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Notes: | Published |
Other identifiers: | 10.1016/j.red.2008.10.002 [DOI] |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G20 - Financial Institutions and Services. General |
Source: |
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