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The effect of liquidity and solvency risk on the inclusion of bond covenants
Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136
Persistent link: https://www.econbiz.de/10010506929
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Default risk, liquidity risk, and equity returns : evidence from the Taiwan market
Chen, Che-min; Lee, Han-hsing - In: Emerging markets finance & trade : a journal of the … 49 (2013) 1, pp. 101-129
Persistent link: https://www.econbiz.de/10009742903
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The correlation puzzle : the interaction of bond and risk correlation
Bethke, Sebastian; Kempf, Alexander; Gehde-Trapp, Monika - 2013 - This version: August 7, 2013
risk factors. Risk factor correlation increases when investor sentiment worsens. This suggests that corporate bond … investors change their perception of risk factors, which results in higher risk factor correlation and finally higher bond …
Persistent link: https://www.econbiz.de/10009777926
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Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018
Persistent link: https://www.econbiz.de/10011950510
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Risky arbitrage and collateral policies
Zhang, Ally Quan - 2017 - Last Update: October 6, 2017
collateral constraint helps maintain the stability at the cost of market liquidity supply …
Persistent link: https://www.econbiz.de/10011874838
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Model of stress-testing of banks' liquidity risk in Ukraine
Krykliy, Olena; Luchko, Iryna - In: Financial markets, institutions and risks : FMIR 2 (2018) 2, pp. 123-132
Persistent link: https://www.econbiz.de/10011884892
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The risk-return trade-off of liquidity positions : evidence from Vietnamese banking system
Van Dan Dang - In: International journal of monetary economics and finance 12 (2019) 5, pp. 390-406
Persistent link: https://www.econbiz.de/10012155066
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Stock liquidity and default risk
Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502
Persistent link: https://www.econbiz.de/10011751480
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Rollover risk, liquidity and macroprudential regulation
Ahnert, Toni - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1753-1785
Persistent link: https://www.econbiz.de/10011707954
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Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam
Hai Hong Trinh; Nguyen Phuc Canh; Wei, Hao; Wongchoti, … - In: Pacific-Basin finance journal 69 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013369865