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The interaction between funding liquidity and market liquidity : evidence from subprime and European crises
Takeyama, Azusa; Tsuchida, Naoshi - 2015
Persistent link: https://www.econbiz.de/10011375981
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Emergency liquidity injections
Garvin, Nicholas - 2019
Persistent link: https://www.econbiz.de/10013262775
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Funding liquidity and market liquidity : the broker-dealer perspective
Macchiavelli, Marco; Zhou, Xing - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3379-3398
Persistent link: https://www.econbiz.de/10013368659
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Banks' strategic interaction, adverse price dynamics and systemic liquidity risk
Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2022
In this paper we introduce two measures, the Systemic Liquidity Buffer (SLB) and the Systemic Liquidity Shortfall (SLS) to assess liquidity in the banking system. The SLB takes an aggregated perspective on liquidity risks in the banking system. In contrast, the SLS focusses on the problematic...
Persistent link: https://www.econbiz.de/10012888139
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of may 2005
Acharya, Viral V.; Schaefer, Stephen M.; Zhang, Yilie - In: The quarterly journal of finance 5 (2015) 2, pp. 1-51
Persistent link: https://www.econbiz.de/10011301003
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Liquidity shocks and stock bubbles
Nneji, Ogonna - In: Journal of international financial markets, … 35 (2015), pp. 132-146
Persistent link: https://www.econbiz.de/10011474769
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International liquidity
Hartmann, Philipp - 2017
Persistent link: https://www.econbiz.de/10011967267
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Financial structure changes and the central bank policy
Le Maux, Laurent - In: Journal of economic issues : jei 51 (2017) 4, pp. 1054-1073
Persistent link: https://www.econbiz.de/10011931327
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Towards an enhanced lender of last resort and market maker of last resort
Buiter, Willem H. - 2023
Persistent link: https://www.econbiz.de/10013530900
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Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007 - 2009
Hui, Cho H.; Genberg, Hans; Chung, Tsz-kin - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 307-323
Persistent link: https://www.econbiz.de/10009508121