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Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram - In: Economic modelling 91 (2020), pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
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Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
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Liquidity-adjusted conditional capital asset pricing model
Jinan, Wang; Chen, Langnan - In: Economic modelling 29 (2012) 2, pp. 361-368
Persistent link: https://www.econbiz.de/10009536819
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The impact of liquidity constraints on the cash-futures basis dynamics : evidence from the Chinese market
Wu, Lei; Zeng, Hongchao - In: Economic modelling 83 (2019), pp. 96-110
Persistent link: https://www.econbiz.de/10012205564
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Empirical tests on the asset pricing model with liquidity risk : an unobserved components approach
Fall, Malick; Louhichi, Waël; Viviani, Jean-Laurent - In: Economic modelling 80 (2019), pp. 75-86
Persistent link: https://www.econbiz.de/10012199186
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Political connections, informational asymmetry, and the efficient resolution of financial distress
Aney, Madhav S.; Banerji, Sanjay - In: Economic modelling 114 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013367599
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Redistribution, inequality, and efficiency with credit constraints : implications for South Africa
Getachew, Yoseph Yilma; Turnovsky, Stephen J. - In: Economic modelling 93 (2020), pp. 259-277
Persistent link: https://www.econbiz.de/10012430152
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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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Aggregate liquidity premium and cross-sectional returns : evidence from China
Liao, Cunfei; Luo, Qianlin; Tang, Guohao - In: Economic modelling 104 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013164202
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Liquidity and conditional market returns : evidence from German exchange traded funds
Czauderna, Katrin; Riedel, Christoph; Wagner, Niklas F. - In: Economic modelling 51 (2015), pp. 454-459
Persistent link: https://www.econbiz.de/10011476124