Similar Search Results - EconBiz

Liquidity commonality across the bond and CDS markets

Pu, Xiaoling - In: The journal of fixed income 19 (2009/10) 1, pp. 26-39

Persistent link: https://www.econbiz.de/10003875969

Illiquidity and under-valuation of firms

Gale, Douglas; Gottardi, Piero - 2009

We study a competitive model in which market incompleteness implies that debt-financed firms may default in some states of nature and default may lead to the sale of the firms' assets at fire sale prices when markets are illiquid. This incompleteness is the only friction in the model and the...

Persistent link: https://www.econbiz.de/10003923631

TBA trading and liquidity in the agency MBS market

Vickery, James; Wright, Joshua D. - 2010

liquidity, leading to lower borrowing costs for households. Evaluation of potential reforms to the U.S. housing finance system … trading ; liquidity ; adverse selection …

Persistent link: https://www.econbiz.de/10008657185

The role of dealers in providing interday liquidity in the Canadian-dollar market

D'Souza, Chris - In: Bank of Canada review (2008/09) 1, pp. 3-14

Persistent link: https://www.econbiz.de/10003813415

Endogenous liquidity and currency unions

Peterson, Brian - In: The B.E. journal of macroeconomics 9 (2009) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10009577432

Central bank liquidity and market liquidity : the role of collateral provision on the French government debt securities market

Avouyi-Dovi, Sanvi; Idier, Julien - 2010

Persistent link: https://www.econbiz.de/10009381149

Curve following in illiquid markets

Naujokat, Felix; Westray, Nicholas - In: Mathematics and financial economics 4 (2011) 4, pp. 299-335

Persistent link: https://www.econbiz.de/10009152806

Liquidity level or liquidity risk? : evidence from the financial crisis

Lou, Xiaoxia; Sadka, Ronnie - In: Financial analysts' journal : FAJ 67 (2011) 3, pp. 51-62

Persistent link: https://www.econbiz.de/10009228985

Hedging performance and stock market liquidity : evidence from the Taiwan futures market

Lee, Hsiu-chuan; Chien, Cheng-yi - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 396-415

Persistent link: https://www.econbiz.de/10009230516

Local market makers, liquidity and market quality

Kedia, Simi; Zhou, Xing - In: Journal of financial markets 14 (2011) 4, pp. 540-567

Persistent link: https://www.econbiz.de/10009260961

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