Understand funding liquidity and market liquidity in a regime-switching model
Year of publication: |
2023
|
---|---|
Authors: | Chen, Louisa ; Shen, Liya ; Zhou, Zhiping |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 589-605
|
Subject: | funding liquidity | market liquidity | Markov regime-switching model | Liquidität | Liquidity | Marktliquidität | Market liquidity | Markov-Kette | Markov chain |
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