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Pricing of time-varying illiquidity within the Eurozone : evidence using a Markov switching liquidity-adjusted capital asset pricing model
Grillini, Stefano; Ozkan, Aydin; Sharma, Abhijit; … - In: International review of financial analysis 64 (2019), pp. 145-158
Persistent link: https://www.econbiz.de/10012208374
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Static and dynamic liquidity spillovers in the Eurozone : the role of financial contagion and the Covid-19 pandemic
Grillini, Stefano; Ozkan, Aydin; Sharma, Abhijit - In: International review of financial analysis 83 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013455188