Valuing financial assets with liquidity discount : an implication for Basel III
Year of publication: |
2013
|
---|---|
Authors: | Chen, Ren-Raw ; Filonuk, William ; Patro, Dilip Kumar ; Yan, An |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2013, 3, p. 45-63
|
Subject: | Theorie | Theory | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Finanzmarkt | Financial market |
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