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SPEI's diary : econometric analysis of a dynamic network
Gavilan-Rubio, Miguel Angel; Alexandrova-Kabadjova, Biliana - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 93-119
Persistent link: https://www.econbiz.de/10011912389
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A dynamic network model of the unsecured interbank lending
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2015
Persistent link: https://www.econbiz.de/10010488940
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A dynamic network model of the unsecured interbank lending market
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2015
Persistent link: https://www.econbiz.de/10010496224
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Analysis of asymmetric GARCH volatility models with applications to margin measurement
Goldman, Elena; Shen, Xiangjin - 2018
central clearing counterparty (CCP). Finally, we show how to mitigate procyclicality of initial margins using a three …
Persistent link: https://www.econbiz.de/10011844178
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Effect of liquidity, credit, and solvency risk on corporate innovation : empirical evidence from emerging economies & developed countries
Isran, Manzoor Ali; Hussain, Anwar; Aslam, Hafiz M. … - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10012814036
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Capital buffer, credit risk and liquidity behaviour : evidence for GCC banks
Ghosh, Saibal - In: Comparative economic studies 58 (2016) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10011665944
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Liquidity risk of corporate bond returns : conditional approach
Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386
Persistent link: https://www.econbiz.de/10010208670
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Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
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How do banks determine their spreads under credit and liquidity risks during business cycles?
Aydemir, Resul; Güloğlu, Bülent - In: Journal of international financial markets, … 46 (2017), pp. 147-157
Persistent link: https://www.econbiz.de/10011745483