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Funding liquidity risk : definition and measurement
Drehmann, Mathias; Nikolaou, Kleopatra - 2009
In this paper we propose definitions of funding liquidity and funding liquidity risk and present a simple, yet intuitive, measure of funding liquidity risk based on data from open market operations. Our empirical analysis uses a unique data set of 135 main refinancing operation auctions...
Persistent link: https://www.econbiz.de/10003832073
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Procurement auctions and the risk of bankrupt bidders
Engel, Andreas R. - In: Supply Management Research : aktuelle …, (pp. 31-46). 2009
Persistent link: https://www.econbiz.de/10003791334
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Funding liquidity risk : definition and measurement
Drehmann, Mathias; Nikolaou, Kleopatra - 2010
Persistent link: https://www.econbiz.de/10008668643
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Managing project failure risk through contingent contracts in procurement auctions
Chen, Jianqing; Xu, Lizhen; Whinston, Andrew B. - In: Decision analysis : a journal of the Institute for … 7 (2010) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10003951881
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Impact of second-order uncertainty on the efficiency of the 0.5-double auction
Rong, Kang - In: Mathematical social sciences 65 (2013) 1, pp. 67-71
Persistent link: https://www.econbiz.de/10009692576
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Learning to bid : the design of auctions under uncertainty and adaptation
Noe, Thomas H.; Rebello, Michael J.; Jun, Wang - In: Games and economic behavior 74 (2012) 2, pp. 620-636
Persistent link: https://www.econbiz.de/10009619453
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Funding liquidity risk : definition and measurement
Drehmann, Mathias; Nikolaou, Kleopatra - In: Journal of banking & finance 37 (2013) 7, pp. 2173-2182
Persistent link: https://www.econbiz.de/10009760713
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The auction model with lowest risk in a duopolistic electricity market
Alonso, Estrella; Tejada, Juan - In: Económica 58 (2012), pp. 3-21
Persistent link: https://www.econbiz.de/10010204473
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A new approach to identifying generalized competing risks models with application to second-price auctions
Komorova, Tatiana - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 269-328
Persistent link: https://www.econbiz.de/10010126198
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Two ways to auction off an uncertain good
Watts, Alison - In: Journal of economics 119 (2016) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011557717