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~subject:"Bankenliquidität"
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Bankenliquidität
Credit derivative
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Kreditderivat
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Liquidity
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Liquidität
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Theorie
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Theory
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Credit risk
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Derivat
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Derivative
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Financial market regulation
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OTC market
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OTC-Handel
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Option pricing theory
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Optionspreistheorie
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Anlageverhalten
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Behavioural finance
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Credit default swap
3
Credit default swaps
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Estimation
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Market liquidity
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Marktliquidität
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Mathematical programming
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Mathematische Optimierung
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Option trading
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Optionsgeschäft
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Risikoprämie
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Risk premium
3
Schätzung
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
3
Abstimmungsregel
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Ankündigungseffekt
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Announcement effect
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Bank liquidity
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Börsengang
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Wang, Xinjie
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Zhong, Zhaodong
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Wu, Yangru
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Yan, Hongjun
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Journal of banking & finance
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Journal of financial economics
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ECONIS (ZBW)
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Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Wang, Xinjie
;
Wu, Yangru
;
Yan, Hongjun
;
Zhong, Zhaodong
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 545-560
Persistent link: https://www.econbiz.de/10012693688
Saved in:
2
Post-crisis regulations, market making, and liquidity in over-the-counter markets
Wang, Xinjie
;
Zhong, Zhaodong
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013400175
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