The paper analyzes liquidity risk and contagion in interbank markets. The aim of the research is to define the … different structures of interbank markets and structures that allow the better allocation of liquidity and thus avoid the spread … model in the management of liquidity risk in the interbank market. We will then analyze the mechanisms that explain the …

Estimation of benchmark yield curve in developing markets is often influenced by liquidity concentration. Based on an … affine term structure model, we develop a long run liquidity weighted fitting method to address the trading concentration … from models of liquidity concentration and benchmark security information. After examining time series behavior of price …

distressed. From sellers' point of view liquidity disappears when it is needed the most. The model naturally suggests several … proxies of liquidity. Interestingly, the expected time on the market, one of the most frequently used statistics in the …

merger but the liquidity condition represented by Current Ratio has deteriorated. Also Cost Efficiency and Interest Coverage …