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We study the role of various trader types in providing liquidity in spot and futures markets based on data from the … overnight are the primary liquidity providers in both spot and futures markets. We have two crashes in our sample, both … in both markets. Market stability may require the presence of well-capitalized standby liquidity providers for recovery …
Persistent link: https://www.econbiz.de/10012900524
, concerns about the market liquidity of the Eurozone sovereign debt markets have been raised. We aim to quantify illiquidity … risks, especially such related to liquidity dry-ups, and illiquidity spillover across maturities by examining the reaction … processes. We find that:a) market liquidity is more fragile and less predictable when an asset is very illiquid and, b) the …
Persistent link: https://www.econbiz.de/10012981075
We investigate the relation between buildings' energy efficiency and the probability of mortgage default. To this end, we construct a novel panel dataset by combining Dutch loan-level mortgage information with provisional building energy ratings that are provided by the Netherlands Enterprise...
Persistent link: https://www.econbiz.de/10012833974
We study the role of various trader types in providing liquidity in spot and futures markets based on data from the … overnight are the primary liquidity providers in both spot and futures markets. We have two crashes in our sample, both … in both markets. Market stability may require the presence of well-capitalized standby liquidity providers for recovery …
Persistent link: https://www.econbiz.de/10012860256
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Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by mutual funds is …-capitalized standby liquidity providers for recovery from crashes. …
Persistent link: https://www.econbiz.de/10012303321