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Valuing financial assets with liquidity discount : an implication to Basel III
Chen, Ren-Raw; Filonuk, William; Patro, Dilip Kumar; Yan, An - In: Proceedings of the Second International Conference on …, (pp. 37-46). 2014
Persistent link: https://www.econbiz.de/10011388044
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Valuing financial assets with liquidity discount : an implication for Basel III
Chen, Ren-Raw; Filonuk, William; Patro, Dilip Kumar; Yan, An - In: The journal of fixed income 22 (2013) 3, pp. 45-63
Persistent link: https://www.econbiz.de/10009711231
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VALUING FINANCIAL ASSETS WITH LIQUIDITY DISCOUNT: An Implication for Basel III
Chen, Ren-Raw; Filonuk, William; Patro, Dilip K; Yan, An - In: The journal of fixed income 22 (2013) 3, pp. 45-63
Persistent link: https://www.econbiz.de/10010066953