Optimal liquidity reserve with funding liquidity risk
Year of publication: |
2013
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Authors: | Zhang, Dewei ; Wu, Chongfeng ; Zhou, Chunyang |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 16/18, p. 1449-1452
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Subject: | optimal reserve ratio | funding liquidity risk | liquidity crisis | continuous-time model | Liquidität | Liquidity | Bankenliquidität | Bank liquidity | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Währungsreserven | Foreign exchange reserves | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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