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person:"Monfort, Alain"
~accessRights:"restricted"
~person:"Lin, Mucai"
~person:"Mallick, Sushanta Kumar"
~subject:"Bankenliquidität"
~subject:"Portfolio-Management"
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Bankenliquidität
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Monfort, Alain
Lin, Mucai
Mallick, Sushanta Kumar
Koijen, Ralph S. J.
4
Marty, Wolfgang
4
Bianchi, Robert
3
Lustig, Hanno
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Nieuwerburgh, Stijn van
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Abid, Ilyes
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Ai, Hengjie
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Benbouzid, Nadia
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Caldeira, João F.
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Chang, Hao
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Di Pietro, Filippo
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Li, Kai
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Mili, Mehdi
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Moura, Guilherme Valle
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International review of economics & finance : IREF
1
International review of financial analysis
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Journal of banking & finance
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Journal of financial stability
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
2
Echo over the great wall : spillover effects of QE announcements on Chinese yield curve
Lin, Mucai
;
Niu, Linlin
- In:
Journal of international money and finance
111
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012796740
Saved in:
3
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
4
The non-monotonic impact of bank size on their default swap spreads : cross-country evidence
Benbouzid, Nadia
;
Leonida, Leone
;
Mallick, Sushanta Kumar
- In:
International review of financial analysis
55
(
2018
),
pp. 226-240
Persistent link: https://www.econbiz.de/10012006193
Saved in:
5
An international forensic perspective of the determinants of bank CDS spreads
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
Journal of financial stability
33
(
2017
),
pp. 60-70
Persistent link: https://www.econbiz.de/10011877706
Saved in:
6
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
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