The LIX : a model-independent liquidity index
Year of publication: |
September 2015
|
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Authors: | Guillaume, Florence |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 214-231
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Subject: | Spot liquidity | Model-free liquidity index | Option liquidity surface | Conic finance | Pre- and post-crisis liquidity | Mathematische Optimierung | Mathematical programming | Liquidität | Liquidity | Theorie | Theory | Marktliquidität | Market liquidity | Finanzkrise | Financial crisis | Index-Futures | Index futures | Betriebliche Liquidität | Corporate liquidity | Bankenliquidität | Bank liquidity | Geld-Brief-Spanne | Bid-ask spread |
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