What drives the liquidity of sovereign bonds when markets are under stress? : an assessment of the new Basel 3 rules on bank liquid assets
Giovanni Petrella, Andrea Resti
| Year of publication: |
December 2017
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| Authors: | Petrella, Giovanni ; Resti, Andrea |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 33.2017, p. 297-310
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| Subject: | Liquidity risk | Liquidity coverage ratio | High-quality liquid assets (HQLAs) | Basel 3 | Basel committee | Liquidität | Liquidity | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Marktliquidität | Market liquidity | Öffentliche Anleihe | Public bond | Kreditrisiko | Credit risk | Welt | World | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.07.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011877761