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The scarcity value of treasury collateral : repo market effects of security-specific supply and demand factors
D'Amico, Stefania; Fan, Roger; Kitsul, Yuriy - 2014
Persistent link: https://www.econbiz.de/10010434028
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Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003081454
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Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003137236
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Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis
Kruttli, Mathias S.; Monin, Phillip J.; Petrasek, Lubomir; … - 2021
Persistent link: https://www.econbiz.de/10012609327
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Liquidity networks, interconnectedness, and interbank information asymmetry
Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn - 2021
Persistent link: https://www.econbiz.de/10012608544
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Information externalities, funding liquidity, and fire sales
Altinoglu, Levent; Chang, Jin Wook - 2022
Persistent link: https://www.econbiz.de/10013413397
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2023
Persistent link: https://www.econbiz.de/10014284237
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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Default correlation : an analytical result
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633274
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Collateral, credit history, and the financial decelerator
Elul, Ronel - In: Journal of financial intermediation 17 (2008) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10003742414