Volatility measures, liquidity and credit loss provisions during periods of financial distress
Year of publication: |
December 2018
|
---|---|
Authors: | Anselmi, Giulio |
Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 6.2018, 2, p. 1850006-20
|
Subject: | Liquidity risk | financial institutions | volatility measures | market discipline | Volatilität | Volatility | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Kreditrisiko | Credit risk | Messung | Measurement | Betriebliche Liquidität | Corporate liquidity | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis |
-
Healing through liquidity injections?
Rasmouki, Fanou, (2015)
-
Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw, (2014)
-
Credit Fire Sales : Captive Lending as Liquidity in Distress
Benetton, Matteo, (2021)
- More ...
-
Regulation and stock market quality : the impact of MiFID II provision on research unbundling
Anselmi, Giulio, (2021)
-
Regulation and Stock Market Quality : The Impact of MiFID II Provision on Research Unbundling
Anselmi, Giulio, (2021)
-
Anselmi, Giulio, (2021)
- More ...