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Bartram, Söhnke M.; Grinblatt, Mark - In: Journal of financial economics 139 (2021) 1, pp. 234-259

Persistent link: https://www.econbiz.de/10012650238

Dealer financial conditions and lender-of-last-resort facilities

Acharya, Viral V.; Fleming, Michael J.; Hrung, Warren B.; … - In: Journal of financial economics 123 (2017) 1, pp. 81-107

Persistent link: https://www.econbiz.de/10011725183

Endogenous debt maturity : liquidity risk vs. default risk

Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018

Persistent link: https://www.econbiz.de/10011950510

Maturity structure and liquidity risk

Andolfatto, David - 2020

This paper studies the optimal maturity structure for government debt when markets for liquidity insurance are … in short and long maturities solves a liquidity insurance problem, but optimal yield curve policy is only possible if …

Persistent link: https://www.econbiz.de/10012216886

Credit default swaps, exacting creditors and corporate liquidity management

Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, … - In: Journal of financial economics 124 (2017) 2, pp. 395-414

Persistent link: https://www.econbiz.de/10011751452

Stock liquidity and default risk

Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502

Persistent link: https://www.econbiz.de/10011751480

Agent-based model of system-wide implications of funding risk

Hałaj, Grzegorz - 2018

Liquidity has its systemic aspect that is frequently neglected in research and risk management applications. We build a … model that focuses on systemic aspects of liquidity and its links with solvency conditions accounting for pertinent …