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1
Market liquidity and funding liquidity : empirical analysis of liquidity flows using VAR framework
Czelleng, Adam
- In:
Acta oeconomica : periodical of the Hungarian Academy …
70
(
2020
)
4
,
pp. 513-530
Persistent link: https://www.econbiz.de/10012438066
Saved in:
2
Identification of asset price misalignments on financial markets with extreme value
theory
Kadlcakova, Narcisa
;
Komárek, Luboš
;
Komarkova, Zlatuse
; …
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2595-2609
Persistent link: https://www.econbiz.de/10011675444
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3
Multi-agent modeling and simulation of a stock market
Souissi, Mohamed Amine
;
Bensaid, Khalid
;
Ellaia, Rachid
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012055659
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4
When do central counterparties enhance market stability?
Marshall, David Aaron
;
Ruffini, Ivana
;
Anene, Dominic
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 131-162
Persistent link: https://www.econbiz.de/10011912396
Saved in:
5
Modeling of structural and temporal characteristics in the corporate securities market of Ukraine
Kuzheliev, Mykhailo
;
Rekunenko, Ihor
;
Boldova, Antonina
; …
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 260-269
Persistent link: https://www.econbiz.de/10012122262
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6
Models and mathematics
Porras, Eva R.
-
2017
Persistent link: https://www.econbiz.de/10011788831
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7
Essentials of Investment and Risk Analysis :
Theory
and Applications
Busu, Mihail
-
2022
Theory
-- 7. Derivatives -- 8. Summary Problems. …, including the time value of money, financial markets, equity markets, bond markets, and portfolio
theory
. Accordingly, it offers …
Persistent link: https://www.econbiz.de/10013386124
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8
Hawkes processes in finance : market structure and impact
Chen, Jing
;
Taylor, Nicholas
;
Yang, Steve Y.
;
Han, Qian
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 621-626
Persistent link: https://www.econbiz.de/10013373303
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9
The uncertainty of systemic risk
Ilin, Thomas
;
Varga, Liz
- In:
Risk management : a journal of risk, crisis and disaster
17
(
2015
)
4
,
pp. 240-275
Persistent link: https://www.econbiz.de/10011439474
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10
The financial system and the natural real interest rate : towards a 'new benchmark
theory
model'
Vines, David
;
Wills, Samuel
- In:
Oxford review of economic policy
34
(
2018
)
1/2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011953910
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